Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds
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More about this item
KeywordsExchange-traded funds; Premiums; Ornstein–Uhlenbeck process;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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