The impact of security concentration on adverse selection costs and liquidity: an examination of exchange traded funds
Year of publication: |
2012
|
---|---|
Authors: | Small, Kenneth ; Wansley, James ; Hood, Matthew |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 36.2012, 2, p. 261-281
|
Publisher: |
Springer |
Subject: | Exchange Traded Fund (ETF) | Liquidity | Adverse Selection |
-
Do ETFs affect ADRs and U.S. domestic stocks differently?
Fu, Chengbo, (2022)
-
Easley, David, (2015)
-
Heterogeneous noisy beliefs and dynamic competition in financial markets
Boco, Hervé, (2016)
- More ...
-
Identifying the non-normality premium of an investment
Hood, Matthew, (2009)
-
Identifying the non‐normality premium of an investment
Hood, Matthew, (2009)
-
Identifying the non-normality premium of an investment
Hood, Matthew, (2009)
- More ...