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The Journal of Fixed Income

The Journal of Fixed Income

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Article

Bond ETF Arbitrage Strategies and Daily Cash Flow

Jon A. Fulkerson, Susan D. Jordan and Denver H. Travis
The Journal of Fixed Income Summer 2017, 27 (1) 49-65; DOI: https://doi.org/10.3905/jfi.2017.27.1.049
Jon A. Fulkerson
is an assistant professor at the University of Dayton in Dayton, OH. jfulkerson1@udayton.edu
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Susan D. Jordan
is an associate professor in the Gatton College of Business and Economics at the University of Kentucky in Lexington, KY. sjordan@uky.edu
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Denver H. Travis
is an assistant professor in the Haub School of Business at Saint Joseph’s University in Philadelphia, PA. denver.travis@sju.edu
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The Journal of Fixed Income: 27 (1)
The Journal of Fixed Income
Vol. 27, Issue 1
Summer 2017
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Bond ETF Arbitrage Strategies and Daily Cash Flow
Jon A. Fulkerson, Susan D. Jordan, Denver H. Travis
The Journal of Fixed Income Jun 2017, 27 (1) 49-65; DOI: 10.3905/jfi.2017.27.1.049

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Bond ETF Arbitrage Strategies and Daily Cash Flow
Jon A. Fulkerson, Susan D. Jordan, Denver H. Travis
The Journal of Fixed Income Jun 2017, 27 (1) 49-65; DOI: 10.3905/jfi.2017.27.1.049
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  • Article
    • Abstract
    • BACKGROUND
    • DATA AND METHODS
    • FLOW AND THE PRICE-TO-NAV RATIO
    • ABNORMAL RETURNS FOLLOWING A PRICE-TO-NAV RATIO PREMIUM OR DISCOUNT
    • FACTORS AFFECTING CREATIONS AND REDEMPTIONS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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More in this TOC Section

  • Fixed Income Value Factor
  • Editor’s Letter
  • Editor’s Letter
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