Exchange traded funds: leverage and liquidity Article

March-Dallas, Samique, Daigler, Robert, Mishra, Suchi et al. (2018). Exchange traded funds: leverage and liquidity . APPLIED ECONOMICS, 50(37), 4054-4073. 10.1080/00036846.2018.1441510

cited authors

  • March-Dallas, Samique; Daigler, Robert; Mishra, Suchi; Prakash, Arun

sustainable development goals

publication date

  • January 1, 2018

published in

keywords

  • Business & Economics
  • ETFs
  • Economics
  • Exchange traded funds
  • FUTURES MARKETS
  • IMPACT
  • PRICE VOLATILITY
  • Social Sciences
  • TRADING VOLUME
  • leverage
  • leveraged ETFs
  • liquidity
  • volatility

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 4054

end page

  • 4073

volume

  • 50

issue

  • 37