Work

Equity ETF Inefficiencies During Market Disruptions: The Role of Liquidity, Short-Selling, and Information Shocks

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4217103

Authors: Sanjeev Bhojraj, Hassan Ilyas, Felipe Bastos G. Silva, Suning Zhang

Institutions: Cornell University, University of Missouri, Iowa State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4391443215

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