Work

Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?

Year: 2018

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3001524

Authors: Vikas Agarwal, Paul E. Hanouna, Rabih Moussawi, Christof W. Stahel

Institutions: University of Cologne, Georgia State University, Villanova University, University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2808202768

Cites: 15

Cited by: 55

Related to: 10