The impact of security concentration on adverse selection costs and liquidity : an examination of exchange traded funds
Kenneth Small; James Wansley; Matthew Hood
| Year of publication: |
2012
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| Authors: | Small, Kenneth A. ; Wansley, James W. ; Hood, Matthew |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 36.2012, 2, p. 261-281
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| Subject: | Adverse Selektion | Adverse selection | Indexderivat | Index derivative | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
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| 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/10009581898