Lever up! An analysis of options trading in leveraged ETFs

Article (Web of Science), Early Access (Web of Science)

• cited authors: Gilstrap, Collin; Petkevich, Alex; Teterin, Pavel; Wang, Kainan
• publication date: March 13, 2024
• webpage: Web of Science
• published in: JOURNAL OF FUTURES MARKETS Journal
• category: BUSINESS, FINANCE Category

keywords

• ETF
• implied volatility
• leverage
• options
• performance