Determinants of ETF liquidity in the secondary market: A five-factor ranking algorithm
P Agrrawal, JM Clark - ETFs and Indexing, 2009 - guides.pm-research.com
There are about 900 ETFs trading in the market, of which a large number appear to be
duplicative in design and coverage. Some of them possibly serve as a tool for issuing firms …
duplicative in design and coverage. Some of them possibly serve as a tool for issuing firms …
An intertemporal study of ETF liquidity and underlying factor transition, 2009-2014
P Agrrawal, JM Clark, R Agarwal… - … J., Agarwal R. and Kale J …, 2014 - papers.ssrn.com
This article seeks to determine the migration of exchange-traded fund (ETF) liquidity and its
factor constituents in the US market over time, with the ultimate goal of making the ETF …
factor constituents in the US market over time, with the ultimate goal of making the ETF …
Three Essays on Equity Exchange-Traded Funds
F Osterhoff - 2016 - mediatum.ub.tum.de
Using data on German-listed equity ETFs and their underlying stocks, this thesis provides
empirical evidence on key ETF-market interdependencies. First, it shows that underlying …
empirical evidence on key ETF-market interdependencies. First, it shows that underlying …
[CITATION][C] Trading Restrictions, Exchange Traded Funds, and Regulatory Arbitrage
RT Yerkes - Exchange Traded Funds, and Regulatory Arbitrage …, 2012
[CITATION][C] Bid-Ask Spreads, Expense Ratios and Subsequent Period ETF Returns: An Inverted Relationship?
P Agrrawal, D Waggle