Identifying the effect of stock indexing : impetus or impediment to arbitrage and price discovery?
Year of publication: |
2022
|
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Authors: | Ahn, Byung Hyun ; Patatoukas, Panos N. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 57.2022, 5, p. 2022-2062
|
Subject: | Aktienindex | Stock index | Arbitrage | Börsenkurs | Share price | Index-Futures | Index futures | USA | United States |
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