Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading
Ariel Levy; Offer Lieberman
| Year of publication: |
2013
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|---|---|
| Authors: | Levy, Ariel ; Lieberman, Offer |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 5, p. 1412-1421
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| Subject: | ETF | Synchronized trading | Overreaction | Hedging | Structured products | Arbitrage | Indexderivat | Index derivative | USA | United States | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729094