Preface ix
Acknowledgments xv
Introduction xvii
Part One
Introduction to the ETF Market Place 1
Chapter 1
How Did We End Up Here? 5
Chapter 2
Steps for Developing an ETF 32
Chapter 3
Giving an ETF Life in the Markets 50
Part Two
ETF Trading and Execution 69
Chapter 4
Trading Volumes and ETF Liquidity 71
Chapter 5
Volume ≠ Liquidity—Understanding ETF Implied Liquidity 96
Chapter 6
Execution 128
Chapter 7
Market Participants and Their Trading Strategies 155
Chapter 8
Market Structure and ETFs—Protecting Your Portfolio from Flash Crashes 181
Part Three
ETF Valuation 207
Chapter 9
ETFs with Domestic Holdings 209
Chapter 10
ETFs with International Constituents 224
Chapter 11
Fixed-Income and Currency ETFs 240
Chapter 12
Leveraged, Inverse, and Commodity Products 266
Chapter 13
Structure of an ETF 281
Appendix A
Bloomberg ETF Reference Guide 304
Appendix B
ETF Issuers 314
Appendix C
An Overview of Japanese ETF Market 316
Appendix D
An Overview of European ETF Market 322
About the Author 327
Index 329
DAVID J. ABNER currently leads the European business for WisdomTree Asset Management, an ETF issuer based in New York. During his career, he has built and managed ETF sales and trading businesses at both BNP Paribas and Bear Stearns. He is the author of The Visual Guide to ETFs and The ETF Handbook, both by Wiley.
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