Excess volatility and costly arbitrage in exchange traded funds (ETFs) : evidence from India
Aakanksha Sethi, Vanita Tripathi
| Year of publication: |
2022
|
|---|---|
| Authors: | Sethi, Aakanksha ; Tripathi, Vanita |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 23.2022, 2, p. 334-353
|
| Subject: | costly arbitrage | excess volatility | Exchange-traded funds | market efficiency | trading rule | Indexderivat | Index derivative | Arbitrage | Volatilität | Volatility | Indien | India | Effizienzmarkthypothese | Efficient market hypothesis | Investmentfonds | Investment Fund |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0020294019857485 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013256838