An intertemporal study of ETF liquidity and underlying factor transition : 2009 - 2014
Year of publication: |
2014
|
---|---|
Authors: | Agrrawal, Pankaj ; Clark, John M. ; Agarwal, Rajat ; Kale, Jivendra K. |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 9.2014, 3, p. 69-78
|
Subject: | Liquidität | Liquidity | USA | United States | Indexderivat | Index derivative |
-
Intraday jumps, liquidity, and U.S. macroeconomic news : evidence from exchange traded funds
Jurdi, Doureige J., (2020)
-
Create or buy : a comparative analysis of liquidity and transaction costs for selected US ETFs
Borkovec, Milan, (2013)
-
Intraday Jumps, Liquidity, and U.S. Macroeconomic News : Evidence from Exchange Traded Funds
Jurdi, Doureige, (2020)
- More ...
-
An Intertemporal Study of ETF Liquidity and Underlying Factor Transition, 2009-2014
Agrrawal, Pankaj, (2019)
-
Agrrawal, Pankaj, (2023)
-
Determinants of ETF liquidity in the secondary market : a five-factor ranking algorithm
Agrrawal, Pankaj, (2009)
- More ...