Journal article 604 views
Do ETFs lead the price moves? Evidence from the major US markets
Mike Buckle 
,
Jing Chen,
Qian Guo,
Chen Tong
,
Jing Chen,
Qian Guo,
Chen Tong
International Review of Financial Analysis, Volume: 58, Pages: 91 - 103
Swansea University Author:
Mike Buckle
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.irfa.2017.12.005
Abstract
Do ETFs lead the price moves? Evidence from the major US markets
| Published in: | International Review of Financial Analysis |
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| ISSN: | 1057-5219 |
| Published: |
Elsevier BV
2018
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa55216 |
| Tags: |
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| Keywords: |
Price discovery; Information share; ETFs; Permanent and transitory decomposition; Weighted price contribution |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
91 |
| End Page: |
103 |