Premiums and discounts in ETFs : an analysis of the arbitrage mechanism in domestic and international funds
Jitka Hilliard
| Year of publication: |
2014
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|---|---|
| Authors: | Hilliard, Jitka |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 25.2014, 2, p. 91-107
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| Subject: | Exchange-traded funds | Premiums | Ornstein-Uhlenbeck process | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Risikoprämie | Risk premium | Arbitrage | Kapitaleinkommen | Capital income |
| 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/10010400984