The volatility-liquidity dynamics of single-stock ETFs
Year of publication: |
2024
|
---|---|
Authors: | Zhao, Le ; Nguyen, Vinh Huy ; Li, Chen |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, p. 106163
|
Subject: | Exchange-traded funds | Intermarket sweep orders | Liquidity | Lit exchanges | Volatility | Volatilität | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Liquidität | Wertpapierhandel | Securities trading | Welt | World |
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