Basket

0521173 - NHU-C 2020 CZ eng V - Research Report
Anatolyev, Stanislav - Seleznev, S. - Selezneva, Veronika
Does index arbitrage distort the market reaction to shocks?.
Prague: CERGE-EI, 2019. 47 s. CERGE-EI Working Paper Series, 651. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GA17-27567S
Institutional support: Progres-Q24
Keywords : high-frequency data * stock market * ETF
Subject RIV: AH - Economics
https://www.cerge-ei.cz/pdf/wp/Wp651.pdf
Permanent Link: http://hdl.handle.net/11104/0305813