Does ETF activity reduce stock price volatility—Evidence from the A-share market-Reference-Cited by-同舟云学术

Does ETF activity reduce stock price volatility—Evidence from the A-share market

Published:2022-03-25 Issue:52 Volume:54 Page:6036-6053
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Zhao Xiaokang¹,Ran Guanghe¹,Shen Bing²,Li Xiaolong³

Affiliation:

1. School of Economics and Business Administration, Chongqing University, Chongqing, China

2. School of Economics and Management, Southwest University, Chongqing, China

3. School of Big Data Application and Economics, Guizhou University of Finance and Economics, Guiyang, China

Funder

National Social Science Fund Project

Group effect of shadow banking of entity enterprises under institutional joint ownership: characterization, identification, driving mechanism and economic consequences

Research on the protection of small and medium-sized investors in listed companies under the background of big data

Chongqing Social Science Planning Project

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2056129

Reference26 articles.

1. Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

2. Trading Mechanisms and Stock Returns: An Empirical Investigation

3. Investor Attention and Stock Market Volatility

4. Do ETFs Increase Volatility?

5. ETFs and information transfer across firms

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1. Do Etfs Enhance Stock Market Efficiency? Evidence from a High Dimensional Financial Network Perspective;2024

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