Showing 1 - 10 of 13,453
Market professionals and regulators have been concerned by locked/crossed quotes (negative quoted spreads) for years. To ease the concerns that locked/crossed quotes may cause confusion or instability in financial markets and to promote market efficiency, the Securities and Exchange Commission...
Persistent link: https://www.econbiz.de/10011886687
Persistent link: https://www.econbiz.de/10012022544
Persistent link: https://www.econbiz.de/10000972893
Persistent link: https://www.econbiz.de/10001544098
Persistent link: https://www.econbiz.de/10009760463
Persistent link: https://www.econbiz.de/10012543245
corporate bond ETFs. While custom baskets enhance the liquidity transformation of bond ETFs, this comes at a cost, as they …-natural experiment. My findings substantiate the presence of a trade-off between liquidity enhancement and tracking error minimization …
Persistent link: https://www.econbiz.de/10015168534
Persistent link: https://www.econbiz.de/10003307369
Persistent link: https://www.econbiz.de/10009714740