Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets

Author:

Bhattacharya Ayan,O'Hara Maureen

Publisher

Elsevier BV

Reference27 articles.

1. Learning from prices: public communication and welfare;M Amador;Journal of Political Economy,2010

2. Rational panics and stock market crashes;G Barlevy;Journal of Economic Theory,2003

3. Do ETFs Increase Volatility;I Ben-David;Journal of Finance, Forthcoming,2017

4. Illiquidity Contagion and Liquidity Crashes;G Cespa;The Review of Financial Studies,2014

5. Rise of Factor Investing: Asset Prices, Informational Efficiency, and Security Design

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