ETF arbitrage: Intraday evidence
Year of publication: |
2013
|
---|---|
Authors: | Marshall, Ben R. ; Nguyen, Nhut H. ; Visaltanachoti, Nuttawat |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 9, p. 3486-3498
|
Publisher: |
Elsevier |
Subject: | Arbitrage | Pairs trading | ETF |
-
ETF arbitrage : intraday evidence
Marshall, Ben R., (2013)
-
Krauss, Christopher, (2015)
-
Arbitrage and the Law of One Price in the market for American depository receipts
Alsayed, Hamad, (2012)
- More ...
-
Risk reduction using trailing stopāloss rules
Dai, Bochuan, (2020)
-
ETF arbitrage : intraday evidence
Marshall, Ben R., (2013)
-
Liquidity measurement in frontier markets
Marshall, Ben R., (2013)
- More ...