Direct and indirect effects of index ETFs on spot-futures pricing and liquidity : evidence from the CAC 40 index
Laurent Deville; Carole Gresse; Béatrice de Séverac
| Year of publication: |
2014
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|---|---|
| Authors: | Deville, Laurent ; Gresse, Carole ; Séverac, Béatrice de |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 20.2014, 2, p. 352-373
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| Subject: | futures | exchange-traded fund | ETF | efficiency | arbitrage | liquidity | Indexderivat | Index derivative | Index-Futures | Index futures | Arbitrage | Aktienindex | Stock index | Liquidität | Liquidity | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010350999