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Determinants of ETF liquidity in the secondary market : a five-factor ranking algorithm
Agrrawal, Pankaj
;
Clark, John M.
- In:
The journal of investing
18
(
2009
),
pp. 59-66
Persistent link: https://www.econbiz.de/10003914880
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Seasonality in stock and bond ETFs : 2001-2014 : the months are getting mixed up but Santa delivers on time
Agrrawal, Pankaj
;
Skaves, Matthew
- In:
The journal of investing
24
(
2015
)
3
,
pp. 129-143
Persistent link: https://www.econbiz.de/10011416987
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The dispersion of ETF betas on financial websites
Agrrawal, Pankaj
;
Waggle, Doug
- In:
The journal of investing
19
(
2010
)
1
,
pp. 13-24
Persistent link: https://www.econbiz.de/10003961439
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