Do ETFs lead the price moves? : evidence from the major US markets
Mike Buckle, Jing Chen, Qian Guo, Chen Tong
| Year of publication: |
2018
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|---|---|
| Authors: | Buckle, Michael J. ; Chen, Jing ; Guo, Qian ; Tong, Chen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 58.2018, p. 91-103
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| Subject: | ETFs | Information share | Permanent and transitory decomposition | Price discovery | Weighted price contribution | USA | United States | Indexderivat | Index derivative | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006416