The heterogeneous volume-volatility relations in the exchange-traded fund market : evidence from China
Liao Xu, Han Gao, Yukun Shi, Yang Zhao
| Year of publication: |
2020
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|---|---|
| Authors: | Xu, Liao ; Gao, Han ; Shi, Yukun ; Zhao, Yang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 85.2020, p. 400-408
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| Subject: | Trading volume | Disagreement among investors | Exchange-traded funds | Liquidity trades | Market volatility | Private information | China | Handelsvolumen der Börse | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Asymmetrische Information | Asymmetric information | Indexderivat | Index derivative | Wertpapierhandel | Securities trading | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.11.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210698