Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?-Reference-Cited by-同舟云学术

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Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

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

Publisher

Elsevier BV

Reference16 articles.

1. Asset pricing with liquidity risk;Viral V Acharya;Journal of Financial Economics,2005

2. Illiquidity and stock returns: cross-section and time-series effects;Yakov Amihud;Journal of Financial Markets,2002

3. Asset pricing and the bid-ask spread;Yakov Amihud;Journal of Financial Economics,1986

4. Connected stocks;Miguel Ant�n;The Journal of Finance,2014

5. Passive investors, not passive owners;Ian R Appel;Journal of Financial Economics,2016

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs;Journal of International Financial Markets, Institutions and Money;2023-12

2. Impacts on REIT Stock Capital Structures, Equity Costs, and Market Liquidities of Being Included in ETF Managed Portfolios;Journal of Real Estate Research;2023-09-29

3. The Shift from Active to Passive and its Effect on Intraday Stock Dynamics;Journal of Banking & Finance;2022-10

4. ETF ownership and corporate cash holdings;European Financial Management;2022-01-31

5. Common Mutual Fund Ownership and Systemic Risk*;Contemporary Accounting Research;2021-06-25

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