Connectivity costs and price efficiency : an event study
Year of publication: |
2022
|
---|---|
Authors: | Frino, Alex ; Kovacevic, Ognjen ; Mollica, Vito ; Webb, Robert I. |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 2, p. 296-309
|
Subject: | arbitrage | direct market access | efficiency | HFT | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Effizienz | Efficiency | Theorie | Theory | Markteintritt | Market entry | Direktmarketing | Direct marketing | Ereignisstudie | Event study |
-
Do pricing efficiencies in Indian equity ETF market impact its performance?
Goel, Garima, (2021)
-
ETF ownership and stock pricing efficiency : the role of ETF arbitrage
Chen, Guanhua, (2024)
-
Industrial profits, arbitrage opportunities and efficiency: some evidence
Berglund, Tom, (1982)
- More ...
-
Connectivity costs and price efficiency : An event study
Frino, Alex, (2021)
-
The Sensitivity of Trading to the Cost of Information
Frino, Alex, (2020)
-
The sensitivity of trading to the cost of information
Frino, Alex, (2020)
- More ...