Basket

    1.
    0521171 - NHÚ 2020 RIV 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
    Institutional support: RVO:67985998
    Keywords : high-frequency data * stock market * ETF
    OECD category: Applied Economics, Econometrics
    https://www.cerge-ei.cz/pdf/wp/Wp651.pdf
    Permanent Link: http://hdl.handle.net/11104/0305809
    FileDownloadSizeCommentaryVersionAccess
    cerge-ei_Wp651.pdf1734.3 KBPublisher’s postprintopen-access
     
     

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.

Accept allSettingsReject all