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The market impact of predictable flows : evidence from leveraged VIX products
Brøgger, Søren Bundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256629
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An index-based measure of liquidity
Chacko, George
;
Das, Sanjiv R.
;
Fan, Rong
- In:
Journal of banking & finance
68
(
2016
),
pp. 162-178
Persistent link: https://www.econbiz.de/10011634816
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