Liquidity and risk sharing benefits from opening an ETF market with liquidity providers : evidence from the CAC 40 index
Year of publication: |
2014
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Authors: | De Winne, Rudy ; Gresse, Carole ; Platten, Isabelle |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 34.2014, p. 31-43
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Subject: | Exchange-traded fund (ETF) | Index trading | Transaction costs | Liquidity | Risk sharing | Indexderivat | Index derivative | Transaktionskosten | Liquidität | Aktienindex | Stock index | Theorie | Theory | Risiko | Risk | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Wertpapierhandel | Securities trading |
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