Funder
National Research Foundation of Korea
Ministry of Education
Subject
Economics and Econometrics,Finance
Reference79 articles.
1. Asset pricing with liquidity risk;Acharya;J. Financ. Econ.,2005
2. Conventional mutual index funds versus exchange-traded funds;Agapova;J. Financ. Mark.,2011
3. Agarwal, V., Hanouna, P.E., Moussawi, R., Stahel, C.W., 2018. Do ETFs increase the commonality in liquidity of underlying stocks? Working Paper. https://doi.org/10.2139/ssrn.3001524.
4. Investment performance and tracking efficiency of Indian equity exchange traded funds;Alamelu;Asia-Pacific Financ. Mark.,2022
5. Liquidity adjusted capital asset pricing model in an emerging market: liquidity risk in Borsa Istanbul;Altay;Borsa Istanbul Rev.,2019
Cited by
2 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