Determinants of ETF liquidity in the secondary market : a five-factor ranking algorithm
Year of publication: |
2009
|
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Authors: | Agrrawal, Pankaj ; Clark, John M. |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 18.2009, 8, p. 59-66
|
Subject: | Indexderivat | Index derivative | Liquidität | Liquidity | Ranking-Verfahren | Ranking method | Sekundärmarkt | Secondary market | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading |
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