The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes
Year of publication: |
2019
|
---|---|
Authors: | Xu, Liao ; Yin, Xiangkang ; Zhao, Jing |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 58.2019, p. 1-19
|
Subject: | Equity index | Exchange traded fund | Information asymmetry | Investor disagreement | Trading sidedness | Indexderivat | Index derivative | Asymmetrische Information | Asymmetric information | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Aktienindex | Stock index | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection |
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