Do leveraged/inverse ETFs wag the underlying market? : evidence from the Korean stock market
Year of publication: |
2018
|
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Authors: | Lee, Kyuseok ; Kim, Soo-hyun |
Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 59.2018, 2, p. 83-94
|
Subject: | Futures Market | Stock Market | ETF | price discovery | information share | market impact | Aktienmarkt | Stock market | Südkorea | South Korea | Indexderivat | Index derivative | Börsenkurs | Share price |
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