Price dynamics and liquidity of exchange-traded funds
Ananth Madhavan and Aleksander Sobczyk
| Year of publication: |
2016
|
|---|---|
| Authors: | Madhavan, Ananth Narayan ; Sobczyk, Aleksander |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 14.2016, 2, p. 86-102
|
| Subject: | ETF | premiums | discounts | price discovery | arbitrage | liquidity | Indexderivat | Index derivative | Liquidität | Liquidity | Arbitrage | Theorie | Theory | Börsenkurs | Share price | Investmentfonds | Investment Fund | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691019