Arbitrage and Liquidity : Evidence from a Panel of Exchange Traded Funds
Year of publication: |
2020
|
---|---|
Authors: | Rappoport W, David E ; Tuzun, Tugkan |
Publisher: |
[S.l.] : SSRN |
Subject: | Arbitrage | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Betriebliche Liquidität | Corporate liquidity | Schätzung | Estimation |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Series: | FEDS Working Paper ; No. 2020-97 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November, 2020 erstellt |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Arbitrage and Liquidity : Evidence from a Panel of Exchange Traded Funds
Rappoport W, David E, (2018)
-
Khomyn, Marta, (2020)
-
ETFs, Illiquid Assets, and Fire Sales
Shim, John J., (2023)
- More ...
-
Arbitrage and Liquidity : Evidence from a Panel of Exchange Traded Funds
Rappoport W, David E, (2018)
-
The Financial Stability Implications of Digital Assets
Baughman, Garth, (2023)
-
Tax Reform, Homeownership Costs, and House Prices
Rappoport W, David E, (2019)
- More ...