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~person:"Atanasova, Christina"
~person:"Barbon, Andrea"
~subject:"Liquidität"
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Liquidität
Index derivative
6
Indexderivat
6
Börsenkurs
3
Option trading
3
Optionsgeschäft
3
Share price
3
Gamma Exposure
2
Japan
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Leveraged ETF
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Liquidity
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Option pricing theory
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Optionspreistheorie
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Quantitative Lockerung
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Aktienoption
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ETFs
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Atanasova, Christina
Barbon, Andrea
Marshall, Ben R.
7
Visaltanachoti, Nuttawat
7
Chiu, Junmao
4
Nguyen, Nhut H.
4
Agrrawal, Pankaj
3
Broman, Markus S.
3
Chung, Huimin
3
Clark, John M.
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Moussawi, Rabih
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Pan, Kevin
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Pham, Son Duy
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Tuzun, Tugkan
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Zeng, Yao
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Agarwal, Rajat
2
Agarwal, Vikas
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Czauderna, Katrin
2
Dannhauser, Caitlin D.
2
Deville, Laurent
2
Ehsani, Sina
2
Gresse, Carole
2
Hanouna, Paul
2
Ho, Keng-yu
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Rappoport W, David E
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Sobczyk, Aleksander
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Stahel, Christof W.
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1
Aquilina, Matteo
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Liquidity provision to leveraged ETFs and equity options rebalancing flows : evidence from end-of-day stock prices
Barbon, Andrea
;
Beckmeyer, Heiner
;
Buraschi, Andrea
; …
-
2022
Persistent link: https://www.econbiz.de/10013192393
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2
The price of international equity ETFs : the role of relative liquidity
Atanasova, Christina
;
Weisskopf, Jean-Philippe
- In:
Journal of international financial markets, …
65
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012495758
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