No Cover Image

Journal article 205 views

Do ETFs lead the price moves? Evidence from the major US markets

Mike Buckle Orcid Logo, Jing Chen, Qian Guo, Chen Tong

International Review of Financial Analysis, Volume: 58, Pages: 91 - 103

Swansea University Author: Mike Buckle Orcid Logo

Full text not available from this repository: check for access using links below.

Published in: International Review of Financial Analysis
ISSN: 1057-5219
Published: Elsevier BV 2018
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa55216
Tags: Add Tag
No Tags, Be the first to tag this record!
Keywords: Price discovery; Information share; ETFs; Permanent and transitory decomposition; Weighted price contribution
College: School of Management
Start Page: 91
End Page: 103