Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress-Reference-Cited by-同舟云学术

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Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress

Published:2020-08 Issue: Volume:193 Page:109249
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Aquilina Matteo,Croxson Karen,Valentini Gian Giacomo,Vass Lachlan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference5 articles.

1. The Role and Activities of Authorized Participants of Exchange-Traded Funds;Antoniewicz,2015

2. Do ETFs increase volatility?;Ben-David;J. Financ.,2018

3. ETF liquidity;Marshall,2015

4. ETF Arbitrage under Liquidity Mismatch;Pan,2017

5. The implications of passive investing for securities markets;Sushko;BIS Quart. Rev.,2018

Cited by 5 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. Lever up! An analysis of options trading in leveraged ETFs;Journal of Futures Markets;2024-03-13

2. Authorised participants as shock absorbers in fixed-income ETFs;Finance Research Letters;2023-07

3. Exchange-traded funds;Sustainable Investing;2023

4. Inventory in Liquidity Transformation: Evidence from Corporate Bond ETF Creations;SSRN Electronic Journal;2023

5. The Operation and Microstructure of Exchange-Traded Funds;International Equity Exchange-Traded Funds;2020

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