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~person:"Madhavan, Ananth"
~person:"Moussawi, Rabih"
~person:"Xu, Liao"
~subject:"Börsenkurs"
~subject:"Noise Trading"
~type:"article"
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Börsenkurs
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Index derivative
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Indexderivat
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Madhavan, Ananth
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Xu, Liao
Ivanov, Stoyu I.
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Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong
;
Xu, Liao
- In:
Economic modelling
127
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
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2
Information-based trading and information propagation: evidence from the exchange traded fund market
Xu, Liao
;
Xu, Lu
;
Zhao, Jing
;
Zhao, Yang
- In:
International review of financial analysis
70
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012317397
Saved in:
3
The heterogeneous volume-volatility relations in the exchange-traded fund market : evidence from China
Xu, Liao
;
Gao, Han
;
Shi, Yukun
;
Zhao, Yang
- In:
Economic modelling
85
(
2020
),
pp. 400-408
Persistent link: https://www.econbiz.de/10012210698
Saved in:
4
Exchange traded funds and stock market volatility
Xu, Liao
;
Yin, Xiangkang
- In:
International review of finance
17
(
2017
)
4
,
pp. 525-560
Persistent link: https://www.econbiz.de/10011807182
Saved in:
5
Does ETF trading affect the efficiency of the underlying index?
Xu, Liao
;
Yin, Xiangkang
- In:
International review of financial analysis
51
(
2017
),
pp. 82-101
Persistent link: https://www.econbiz.de/10011868664
Saved in:
6
Exchange-traded funds
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
- In:
Annual review of financial economics
9
(
2017
),
pp. 169-189
Persistent link: https://www.econbiz.de/10011908064
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