Intraday arbitrage between ETFs and their underlying portfolios
Travis Box, Ryan Davis, Richard Evans, Andrew Lynch
| Year of publication: |
2021
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|---|---|
| Authors: | Box, Travis ; Davis, Ryan ; Evans, Richard ; Lynch, Andrew |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 141.2021, 3, p. 1078-1095
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| Subject: | Liquidity | ETFs | Exchange-traded funds | Limits to arbitrage | Arbitrage | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.04.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012873154