Does ETF activity reduce stock price volatility : evidence from the A-share market
Xiaokang Zhao, Guanghe Ran, Bing Shen and Xiaolong Li
| Year of publication: |
2022
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|---|---|
| Authors: | Zhao, Xiaokang ; Ran, Guanghe ; Shen, Bing ; Li, Xiaolong |
| Subject: | ETF activity | Idiosyncratic volatility | Overall volatility | Systematic volatility | Volatilität | Volatility | Börsenkurs | Share price | Indexderivat | Index derivative | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2056129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411340