Pauline Shum Nolan

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

  • York University - Schulich School of Business

SCHOLARLY PAPERS

11

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18

Scholarly Papers (11)

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1.

Intraday Share Price Volatility and Leveraged ETF Rebalancing

Number of pages: 49 Posted: 13 Oct 2012 Last Revised: 07 Jan 2016
Pauline Shum Nolan, Walid Hejazi, Edgar Haryanto and Arthur Rodier
York University - Schulich School of Business, University of Toronto - Rotman School of Management, Independent and Independent
Downloads 4,315 (1,921)
Citation 3

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Leveraged ETF, ETF, Intraday volatility, Swap counterparties, market volatility, market microstructure

2.

The Long and Short of Leveraged ETFs: The Financial Crisis and Performance Attribution

Number of pages: 50 Posted: 22 Jul 2010 Last Revised: 06 Jun 2012
Pauline Shum Nolan
York University - Schulich School of Business
Downloads 692 (36,056)
Citation 4

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Leveraged ETF, inverse ETF, Exchange Traded Funds, Financial Crisis, Portfolio Performance

3.

Relative Liquidity, Fund Flows and Short-term Demand: Evidence from Exchange-Traded Funds

Downloads 482 ( 57,689)
Citation 5

Relative Liquidity, Fund Flows and Short-term Demand: Evidence from Exchange-Traded Funds

Number of pages: 38 Posted: 01 Dec 2013 Last Revised: 24 Nov 2017
Markus S. Broman and Pauline Shum Nolan
Syracuse University - Whitman School of Management and York University - Schulich School of Business
Downloads 480 (57,351)
Citation 1

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ETF, liquidity clientele, institutional investors, short-term trading

Relative Liquidity, Fund Flows and Short‐Term Demand: Evidence from Exchange‐Traded Funds

Financial Review, Vol. 53, Issue 1, pp. 87-115, 2018
Number of pages: 29 Posted: 12 Jan 2018
Markus S. Broman and Pauline Shum Nolan
Syracuse University - Whitman School of Management and York University - Schulich School of Business
Downloads 2 (666,657)
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ETF, liquidity clientele, institutional investors, short‐term trading

4.

How Passive are International ETFs? A Study of Their Intraday Behaviour

Number of pages: 24 Posted: 06 Aug 2010 Last Revised: 09 Aug 2010
Pauline Shum Nolan
York University - Schulich School of Business
Downloads 185 (162,182)

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5.

The Influence of Productivity on Asset Pricing

Number of pages: 45 Posted: 26 Mar 2008 Last Revised: 06 Jan 2009
Laurence David Booth, Bin Chang, Walid Hejazi and Pauline Shum Nolan
University of Toronto - Rotman School of Management, University of Ontario Institute of Technology, University of Toronto - Rotman School of Management and York University - Schulich School of Business
Downloads 124 (226,208)
Citation 1

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Asset Pricing, Productivity

6.

Does Sub-Advising Abroad Improve the Performance of International Mutual Funds?

Number of pages: 52 Posted: 02 Jan 2019 Last Revised: 09 Jun 2019
Markus S. Broman, Michael Densmore and Pauline Shum Nolan
Syracuse University - Whitman School of Management , York University - Schulich School of Business and York University - Schulich School of Business
Downloads 55 (370,102)

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Mutual Fund, Performance, Sub-Advisor, Outsourcing, Local Information, Home Bias

7.

The Auction Market for Modern Prints: Confirmations, Contradictions, and New Puzzles

Economic Inquiry, Vol. 46, Issue 2, pp. 149-159, April 2008
Number of pages: 11 Posted: 18 Apr 2008
James E. Pesando and Pauline Shum Nolan
University of Toronto and York University - Schulich School of Business
Downloads 4 (618,334)
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8.

All are Not Created Equal: An Exploration of ETF Asset Growth

https://doi.org/10.3905/jii.2012.3.3.049
Posted: 21 May 2019
Pauline Shum Nolan, Yongjian Chen and Allen Kwong
York University - Schulich School of Business, affiliation not provided to SSRN and affiliation not provided to SSRN

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Exchange traded funds, ETFs, Asset Growth, Investor Attention, Clientele Effect

9.

The 1992 Canadian Constitutional Referendum: Using Financial Data to Assess Economic Consequences

Posted: 24 Jul 2010
Pauline Shum Nolan
York University - Schulich School of Business

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10.

What Explains Household Stock Holding?

Journal of Banking and Finance, Vol. 30, No. 9, 2006
Posted: 05 Jan 2009 Last Revised: 04 Aug 2010
Miquel Faig and Pauline Shum Nolan
University of Toronto Mississauga and York University - Schulich School of Business

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Portfolio Choice, Asset Allocation, SCF, household finance

11.

Portfolio Choice in the Presence of Personal Illiquid Projects

Journal of Finance, Vol. 57, pp. 303-328, 2002
Posted: 22 Nov 2003 Last Revised: 22 Jul 2010
Miquel Faig and Pauline Shum Nolan
University of Toronto Mississauga and York University - Schulich School of Business

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