1. Do etfs increase the commonality in liquidity of underlying stocks?;V Agarwal;28th Annual Conference on Financial Economics and Accounting, Fifth Annual Conference on Financial Market Regulation,2018
2. Connected stocks;Anton;The Journal of Finance,2014
3. Betting against correlation: Testing theories of the low-risk effect;C Asness;Journal of Financial Economics,2020
4. Stealth trading and volatility: Which trades move prices;M J Barclay;Journal of financial Economics,1993