Pricing inefficiencies and feedback trading: Evidence from country ETFs

Author:

Kallinterakis Vasileios,Liu Fei,Pantelous Athanasios A.,Shao Jia

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference81 articles.

1. Arbitrage, liquidity, and the valuation of exchange traded funds;Ackert;Financial Markets, Institutions and Instruments,2008

2. Feedback trading in exchange-rate markets: Evidence from within and across economic blocks;Aguirre;Journal of Economics and Finance,1999

3. Index futures and positive feedback trading: Evidence from major stock exchanges;Antoniou;Journal of Empirical Finance,2005

4. Is the aggregate investor reluctant to realise losses? Evidence from Taiwan;Barber;European Financial Management,2007

5. Just how much do individuals lose by trading?;Barber;Review of Financial Studies,2009

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