The impact of security concentration on adverse selection costs and liquidity: an examination of exchange traded funds
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- Tseng, Tseng-Chan & Lee, Chien-Chiang & Chen, Mei-Ping, 2015. "Volatility forecast of country ETF: The sequential information arrival hypothesis," Economic Modelling, Elsevier, vol. 47(C), pages 228-234.
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KeywordsExchange Traded Fund (ETF); Liquidity; Adverse Selection; G00;
- G00 - Financial Economics - - General - - - General
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