Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Tuzun, Tugkan"'
Publikováno v:
In The Journal of Economic Asymmetries June 2023 27
Publikováno v:
In Journal of Financial Markets June 2020 49
Publikováno v:
The Journal of Finance, 2017 Jun 01. 72(3), 967-998.
Externí odkaz:
https://www.jstor.org/stable/26652722
Autor:
Mixon, Scott1 smixon@cftc.gov, Tuzun, Tugkan2 tugkan.tuzun@frb.gov
Publikováno v:
Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Sep2018, preceding p1-42. 43p.
This paper investigates the impact of exchange-traded funds (ETFs) on the liquidity of their underlying stockholdings. Using a difference-in-differences methodology for large changes in the index weights of stocks in the S&P 500 and NASDAQ 100 indexe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f3933e4475ef535d1a22ffd523a8dd97
https://hdl.handle.net/10419/232547
https://hdl.handle.net/10419/232547
Publikováno v:
Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers; Oct2017, p1-34, 36p