ETF activity and informational efficiency of underlying securities
Lawrence Glosten, Suresh Nallareddy, Yuan Zou
| Year of publication: |
2021
|
|---|---|
| Authors: | Glosten, Lawrence R. ; Nallareddy, Suresh ; Zou, Yuan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 1, p. 22-47
|
| Subject: | ETF | informational efficiency | co-movement | systematic earnings | post-earnings-announcement drift | share lending | Indexderivat | Index derivative | Informationseffizienz | Informational efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Gewinn | Profit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3427 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012434369