Liquidity spillover between ETFs and their constituents
Year of publication: |
2023
|
---|---|
Authors: | Son, D. Pham ; Marshall, Ben R. ; Nguyen, Nhut ; Visaltanachoti, Nuttawat |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 88.2023, p. 723-747
|
Subject: | Arbitrage | ETFs | Portfolio liquidity | Short sale constraints | Spillover | Indexderivat | Index derivative | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Wertpapierhandel | Securities trading |
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