Liquidity in European Equity ETFs: What Really Matters?
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Other versions of this item:
- Anna Calamia & Laurent Deville & Fabrice Riva, 2013. "Liquidity in European Equity ETFs: What Really Matters?," GREDEG Working Papers 2013-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
- F. Riva & A. Calamia & L. Deville, 2013. "Liquidity in European equity ETFs: What really matters?," Post-Print hal-00846610, HAL.
References listed on IDEAS
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- Laurent Deville & Fabrice Riva, 2007.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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,"
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
Keywordssynthetic replication; index; physical replication; ETFs; liquidity;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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