ETFs' two-sided trading costs and order imbalances
Year of publication: |
2022
|
---|---|
Authors: | Lachance, Marie-Eve |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 57.2022, 2, p. 273-294
|
Subject: | exchange-traded funds | intraday analysis | premiums | transaction costs | Transaktionskosten | Transaction costs | Indexderivat | Index derivative | Wertpapierhandel | Securities trading | Arbitrage | Marktmikrostruktur | Market microstructure |
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