An analysis of the opening mechanisms of Exchange Traded Fund markets

Author:

Nguyen Vanthuan,Phengpis Chanwit

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988

2. The value of trading consolidation: Evidence from the exercise of warrants;Amihud;Journal of Financial and Quantitative Analysis,2003

3. Trading mechanisms and stock returns: An empirical investigation;Amihud;Journal of Finance,1987

4. A new approach to the regulation of trading across securities markets;Amihud;New York University Law Review,1996

5. Merging markets;Arnold;Journal of Finance,1999

Cited by 14 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. Does smile help detect the UK's price leadership change after MiFID?;International Review of Economics & Finance;2023-03

2. Does Smile Help Detect Uk's Price Leadership Change after Mifid?;SSRN Electronic Journal;2022

3. Does off-exchange trading decrease in the presence of uncertainty?;The Quarterly Review of Economics and Finance;2021-08

4. Anatomy of intraday volatility at the Chilean stock exchange;Journal of Economics and Finance;2021-06-28

5. Borçlanma Araçları Piyasasında Öğle Arasının Kaldırılmasının Güniçi Getiri, Volatilite ve İşlem Hacmine Etkisi;Balıkesir Üniversitesi Sosyal Bilimler Enstitüsü Dergisi;2020-09-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3