Mispricing and Trading Profits in Exchange-Traded Notes

Dean Diavatopoulos; Hélyette Geman; Lovjit Thukral; Colby Wright

doi:10.3905/joi.2014.23.1.067

Mispricing and Trading Profits in Exchange-Traded Notes

Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral and Colby Wright

The Journal of Investing Spring 2014, 23 (1) 67-78; DOI: https://doi.org/10.3905/joi.2014.23.1.067

Dean Diavatopoulos

is an assistant professor of finance at Villanova University in Villanova, PA.

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For correspondence: dean.diavatopoulos@villanova.edu

Hélyette Geman

is director of the Commodity Finance Centre at Birkbeck, University of London, and ESCP Europe in London, UK.

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For correspondence: hgeman@hotmail.com

Lovjit Thukral

is a quantitative research analyst at Deutsche Bank AG, Filiale in London, UK.

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For correspondence: lovjit.thukral@db.com

Colby Wright

is an assistant professor of finance at Brigham Young University in Provo, UT.

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For correspondence: colby.wright@byu.edu

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Mispricing and Trading Profits in Exchange-Traded Notes

Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral, Colby Wright

The Journal of Investing Feb 2014, 23 (1) 67-78; DOI: 10.3905/joi.2014.23.1.067

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Mispricing and Trading Profits in Exchange-Traded Notes

Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral, Colby Wright

The Journal of Investing Feb 2014, 23 (1) 67-78; DOI: 10.3905/joi.2014.23.1.067

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