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~person:"Lachance, Marie-Eve"
~person:"Yin, Xiangkang"
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Index derivative
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Indexderivat
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3
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3
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3
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3
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Lachance, Marie-Eve
Yin, Xiangkang
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6
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6
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6
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1
ETFs' two-sided trading costs and order imbalances
Lachance, Marie-Eve
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 273-294
Persistent link: https://www.econbiz.de/10013189509
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2
The new ETF rule : rethinking intraday indicative values
Lachance, Marie-Eve
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805019
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3
ETFs' high overnight returns : the early liquidity provider gets the worm
Lachance, Marie-Eve
- In:
Journal of financial markets
52
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266269
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4
The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes
Xu, Liao
;
Yin, Xiangkang
;
Zhao, Jing
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012231054
Saved in:
5
Exchange traded funds and stock market volatility
Xu, Liao
;
Yin, Xiangkang
- In:
International review of finance
17
(
2017
)
4
,
pp. 525-560
Persistent link: https://www.econbiz.de/10011807182
Saved in:
6
Does ETF trading affect the efficiency of the underlying index?
Xu, Liao
;
Yin, Xiangkang
- In:
International review of financial analysis
51
(
2017
),
pp. 82-101
Persistent link: https://www.econbiz.de/10011868664
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