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q-fin.CP2026
Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash
Ryuki Hayase, Takanobu Mizuta, Isao Yagi
Leveraged ETFs (L-ETFs) are exchange-traded funds that achieve price movements several times greater than an index by holding index-linked futures such as Nikkei Stock Average Inde…
q-fin.CP2026
Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
Takanobu Mizuta, Isao Yagi
Some investors say increasing investors with the same strategy decreasing their profits per an investor. On the other hand, some investors using technical analysis used to use same…