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subject:"Stock index"
~person:"Yin, Xiangkang"
~person:"Anatolyev, Stanislav"
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Yin, Xiangkang
Anatolyev, Stanislav
Schmidhammer, Christoph
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Does index arbitrage distort the market reaction to Shocks?
Anatolyev, Stanislav
;
Seleznev, Sergei
;
Selezneva, Veronika
-
2019
Persistent link: https://www.econbiz.de/10012302243
Saved in:
2
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:
3
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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