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~person:"Bond, Philip"
~person:"Xu, Liao"
~subject:"Efficient market hypothesis"
~type_genre:"Aufsatz in Zeitschrift"
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Efficient market hypothesis
Index derivative
8
Indexderivat
8
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Asymmetric information
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5
Behavioural finance
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Börsenkurs
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Bond, Philip
Xu, Liao
Tripathi, Vanita
3
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2
Madhavan, Vinodh
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Peerbhai, Faeezah
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Saha, Kunal
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International review of financial analysis
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The review of financial studies
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ECONIS (ZBW)
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The equilibrium consequences of indexing
Bond, Philip
;
García, Diego
- In:
The review of financial studies
35
(
2022
)
7
,
pp. 3175-3230
Persistent link: https://www.econbiz.de/10013350017
Saved in:
2
Information-based trading and information propagation: evidence from the exchange traded fund market
Xu, Liao
;
Xu, Lu
;
Zhao, Jing
;
Zhao, Yang
- In:
International review of financial analysis
70
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012317397
Saved in:
3
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:
4
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
Saved in:
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