Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation.
| Autor: | Guan, Xin, Mizuta, Takanobu, Yagi, Isao |
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| Zdroj: | Journal of Computational Social Science; Dec2024, Vol. 7 Issue 3, p2839-2870, 32p |
| Databáze: | Complementary Index |
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