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Information disclosure and market quality : the effect of SEC Rule 605 on trading costs

Zhao, Xin; Chung, Kee H. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 657-682

Persistent link: https://www.econbiz.de/10003527795

Empirical analysis of ETF intraday trading

Li, Mingsheng; Klein, Dan; Zhao, Xin - In: Financial services review : the journal of individual … 21 (2012) 2, pp. 149-176

Persistent link: https://www.econbiz.de/10009692813

Security analysis, dealer-analyst collaboration, and market quality : evidence from the NASDAQ market in the USA

Chung, Kee H.; Li, Mingsheng; Zhao, Xin - In: Journal of business finance & accounting : JBFA 39 (2012) 9/10, pp. 1376-1402

Persistent link: https://www.econbiz.de/10009713438

Analyst reputation, dealer affiliation, and market making

Li, Mingsheng; Zhao, Xin - In: The journal of financial research 31 (2008) 4, pp. 301-332

Persistent link: https://www.econbiz.de/10003815241

Beta momentum strategy after extreme market movements

Zhao, Xin; Li, Mingsheng; Liu, Liuling - In: Investment management and financial innovations 15 (2018) 3, pp. 97-110

Persistent link: https://www.econbiz.de/10012055518

Empirical Analysis of ETF Intraday Trading

Li, Mingsheng - 2016

We investigate the trading of benchmark ETFs, leveraged ETFs, and leveraged inverse ETFs that are matched based on their tracking index or sector. We find that ETF trading is very active and average daily trading volume for the most active ETF is more than $25 billion during the period of March...

Persistent link: https://www.econbiz.de/10012986899