ETF ownership and stock pricing efficiency : the role of ETF arbitrage
Guanhua Chen, Xiangli Liu, Xiao Liu, Zhihua Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Guanhua ; Liu, Xiangli ; Liu, Xiao ; Zhao, Zhihua |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105108, p. 1-10
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| Subject: | Arbitrage | ETF | Pricing efficiency | Indexderivat | Index derivative | Börsenkurs | Share price | Investmentfonds | Investment Fund | Arbitrage Pricing | Arbitrage pricing | Effizienzmarkthypothese | Efficient market hypothesis | Effizienz | Efficiency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014530776