The impact of security concentration on adverse selection costs and liquidity: an examination of exchange traded funds
Year of publication: |
2012
|
---|---|
Authors: | Small, Kenneth ; Wansley, James ; Hood, Matthew |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 36.2012, 2, p. 261-281
|
Publisher: |
Springer |
Subject: | Exchange Traded Fund (ETF) | Liquidity | Adverse Selection |
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