Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

✍ Scribed by Laurent Deville; Carole Gresse; Béatrice de Séverac

• Book ID: 111059348
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 556 KB
• Volume: 20
• Category: Article
• ISSN: 1354-7798
• DOI: 10.1111/j.1468-036x.2011.00638.x