Liquidity spillover between ETFs and their constituents
Date
2023-11
Journal Title
Journal ISSN
Volume Title
Publisher
Citation
Pham, S, Marshall, B R, Nguyen, N H & Visaltanachoti, N 2023, 'Liquidity spillover between ETFs and their constituents', International Review of Economics & Finance, vol. 88, pp. 723-747. https://doi.org/10.1016/j.iref.2023.07.009