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~institution:"Edward Elgar Publishing"
~institution:"Institute for the Study of Labor (IZA)"
~institution:"Université Paris-Dauphine (Paris IX)"
~institution:"Université Paris-Dauphine"
~institution:"de Nederlandsche Bank"
~person:"Gresse, Carole"
~subject:"Liquidity"
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Edward Elgar Publishing
Institute for the Study of Labor (IZA)
Université Paris-Dauphine (Paris IX)
Université Paris-Dauphine
de Nederlandsche Bank
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Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity : Evidence from the CAC 40 Index
Gresse, Carole
;
Deville, Laurent
;
De Séverac, Béatrice
-
Université Paris-Dauphine (Paris IX)
-
2014
shares being used in
arbitrage
trades or by the indirect effect of ETF trading improving the liquidity of index stocks in the …
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