Charteris, Ailie; Chau, Frankie; Gavriilidis, Konstantinos - In: International Review of Financial Analysis 35 (2014) C, pp. 80-89
This study investigates the extent to which ETFs' premiums and discounts motivate feedback trading in emerging markets … and South Korea), we produce evidence denoting that feedback trading grows in significance in the presence of lagged … premiums. The significance of feedback trading becomes more widespread across our sample's ETFs as the lagged premiums grow in …