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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- Lechman, Ewa & Marszk, Adam, 2015.
"ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States,"
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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:
- NEP-ALL-2013-05-22 (All new papers)
- NEP-EEC-2013-05-22 (European Economics)
- NEP-MST-2013-05-22 (Market Microstructure)
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