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The ETF Research Academy

Get a new perspective

Taking the debate further than ever before

The ETF Research Academy was launched in 2014 as a joint initiative between Lyxor and the Université Paris-Dauphine House of Finance.

Its purpose is to offer a fresh perspective on the ETF industry. Using high quality academic research, and on the ground investor experience, we aim to tackle the key questions the industry is facing as it grows.

We challenge preconceptions, and use Academia to discover the truth. But more than that, we celebrate innovation and promote new ways of thinking that can move the industry forward.

This is a forum designed with a single purpose; to build a better future for the ETF industry and its investors.

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The Academy brings together researchers from across the world to answer the key questions being asked of the ETF industry.

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chanchal samadder Marlene Hassine Konqui
Head of ETF & indexing Research Lyxor
chanchal samadder Serge Darolles
Professor of Finance, University Paris Dauphine

What are we looking at now?

In this new issue of the Research Academy we look at how ETFs affect financial markets. We delve into the questions that matter most to investors such as Are ETFS getting too big?, Do they add to volatility? and are they making market less efficient. For the Lyxor view on these questions and more download our latest paper.

Read the full paper

How ETFs affect financial markets

read the full paper

What is coming next?

This year, the ETF Research Academy turns its focus to the role of ETFs in portfolio management. Over the course of 2017 we will be approaching the topic from every angle:

The choice of benchmark and design of smart indices.
The role of ETFs in facilitating low-cost access to different asset classes.
The challenges to distributing ETFs via the financial adviser community.

Read more about the 2017 Academy

What have we looked at already?

Report 

Author(s) 

Publication Date

Full article

Expert opinion

Digging deep into the impact of ETFs on bond price volatility Anna Agapova, Nikanor Volkov 26-06-2017

Full article

Expert opinion
A guide to the correlation between ETFs and their securities Dr. Paul Hanouna, Dr. Rabih Moussawi, Dr. Vikas Agarwal 26-06-2017

Full article

Expert opinion

Fifty ways to beat the benchmark ? Designing Optimally-Diversified Smart Beta ETFs

Victor DeMiguel, Alberto Martin-Ultrera, Francisco J. Nogales and Raman Uppal 26-02-2017 Full article Expert opinion

ETFs and Corporate Bond liquidity

Galib Sultan

26-10-2015

Full article

Expert opinion

Understanding ETF Liquidity

Anna Calamia, Laurent Deville & Fabrice Riva

26-10-2015

Full article

Expert opinion

An equilibrium model for ETF Liquidity

Semyon Malamud

26-10-2015

Full article

Expert opinion

How does ETF trading affect local markets? 

Xiaoyan Zhang & Ekkehart Boehmer

26-10-2015

Full article

Expert opinion

The role of ETFs in intraday price Discovery 

Russ Wermers & Jinming Xue

 26-10-2015

Full article

Expert opinion

A new Academic framework

The ETF Research Academy was created in 2014 in the newly founded Paris-Dauphine House of Finance, with the support of Lyxor Asset Management. The Academy’s aim is to promote high-quality academic research on ETFs and strong links between academia and the ETF industry. The Academy’s objective is also to focus on key areas of interest for investors in ETFs and to develop an analytical framework covering ETFs and indexing.