ETF ownership and stock pricing efficiency: The role of ETF arbitrage-Reference-Cited by-同舟云学术

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ETF ownership and stock pricing efficiency: The role of ETF arbitrage

Published:2024-04 Issue: Volume:62 Page:105108
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Chen Guanhua^ORCID,Liu Xiangli,Liu Xiao^ORCID,Zhao Zhihua

Publisher

Elsevier BV

Reference22 articles.

1. ETFs, high-frequency trading, and flash crashes;Aldridge;J. Portfolio Manag.,2016

2. Exchange-traded funds and real investment;Antoniou;Rev. Financ. Stud.,2023

3. Passive investors, not passive owners;Appel;J. Financ. Econ.,2016

4. Do ETFs increase volatility?;Ben-David;J. Finance,2018

5. Exchange-traded funds;Ben-David;Annu. Rev. Financ. Econ.,2017

Cited by 1 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. Excess return and tracking errors of Chinese ETFs;Finance Research Letters;2024-09

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