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Inefficiencies in the Pricing of Exchange-Traded Funds
6 references·12 citing·41 second hop
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this work references cited by second hop

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2008Carry Trades and Currency Crashes792 cited
  • 2014Do ETFs Increase Volatility?686 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 2002Exchange-Traded Funds: A New Investment Option for Taxable Investors245 cited
  • 2006Premiums-Discounts and Exchange Traded Funds210 cited

Cited by

  • 2019Intraday Arbitrage Between ETFs and their Underlying Portfolios77 cited
  • 2016Liquidity, style investing and excess comovement of exchange-traded fund returns73 cited
  • 2020Liquidity risk and exchange-traded fund returns, variances, and tracking errors60 cited
  • 2018Relative Liquidity, Fund Flows and Short‐Term Demand: Evidence from Exchange‐Traded Funds60 cited
  • 2020A Review of the Performance Measurement of Long-Term Mutual Funds47 cited
  • 2021ETFs, Illiquid Assets, and Fire Sales41 cited
  • 2016Exchange Traded Funds (ETFs)36 cited
  • 2017Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?34 cited
  • 2018ETF Premiums and Liquidity Segmentation32 cited

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2021
Short-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity
31 cited
  • 2024Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda30 cited
  • 2014Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts29 cited