Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds
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DOI: 10.17016/FEDS.2020.097
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References listed on IDEAS
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More about this item
Keywords
exchange-traded funds; ETF; Market liquidity; Law of one-price; Arbitrage; ETF premium;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2020-12-14 (Financial Markets)
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