Predictable ETF Order Flows and Market Quality-Reference-Cited by-同舟云学术

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Predictable ETF Order Flows and Market Quality

Published:2015-09-30 Issue:4 Volume:10 Page:17-23
ISSN:1559-3967
Container-title:The Journal of Trading
language:en
Short-container-title:JOT

Author:

Bessembinder Hendrik

Publisher

Pageant Media US

Cited by 16 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. Who trades at the close? Implications for price discovery and liquidity;Journal of Financial Markets;2023-11

3. When passive funds affect prices: evidence from volatility and commodity ETFs;Review of Finance;2023-11-01

4. The order flow cost of index rolling in commodity futures markets;Applied Economic Perspectives and Policy;2022-06-08

5. Response of ETF flows and long-run returns to investor sentiment;Financial Markets and Portfolio Management;2022-05-24

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