Liquidity in European Equity ETFs: What Really Matters?
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- Laurent Deville & A. Calamia & Fabrice Riva, 2013. "Liquidity in European Equity ETFs: What Really Matters?," Post-Print halshs-00861646, HAL.
- F. Riva & A. Calamia & L. Deville, 2013. "Liquidity in European equity ETFs: What really matters?," Post-Print hal-00846610, HAL.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marszk, Adam & Lechman, Ewa, 2019. "New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Pagano, Marco & Sánchez Serrano, Antonio & Zechner, Jozef, 2019. "Can ETFs contribute to systemic risk?," Report of the Advisory Scientific Committee 9, European Systemic Risk Board.
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"ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States,"
Technological Forecasting and Social Change,
Elsevier, vol. 99(C), pages 355-376.
- Lechman, Ewa & Marszk, Adam, 2014. "ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States," MPRA Paper 60654, University Library of Munich, Germany.
More about this item
KeywordsETFs; liquidity; bid-ask spread; competition; fragmentation; synthetic replication; physical replication;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
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