Exchange-traded funds, liquidity and volatility
Year of publication: |
2014
|
---|---|
Authors: | Krause, Timothy ; Ehsani, Sina ; Lien, Da-hsiang Donald |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 22/24, p. 1617-1630
|
Subject: | exchange-traded fund | ETF | volatility spillover | liquidity | volume | Volatilität | Volatility | Indexderivat | Index derivative | Spillover-Effekt | Spillover effect | Liquidität | Liquidity |
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