Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation
| Autor: | Yagi, Isao, Guan, Xin, Mizuta, Takanobu |
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| Zdroj: | In Finance Research Letters September 2024 67 Part B |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect