ETFs and tail dependence: Evidence from Chinese stock market
Author:
Funder
National Natural Science Foundation of China
Chinese National Funding of Social Sciences
Publisher
Elsevier BV
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4. Antoniou, Constantinos; Frank Weikai Li; Xuewen Liu; Avanidhar Subrahmanyam and Chengzhu Sun. 2023. “Exchange-Traded Funds and Real Investment.” The Review of Financial Studies, 36(3), 1043-93.
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