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Liquidity spillover between ETFs and their constituents

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dc.contributor.authorPham, Son
dc.contributor.authorMarshall, Ben R.
dc.contributor.authorNguyen, Nhut H.
dc.contributor.authorVisaltanachoti, Nuttawat
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.date.accessioned2023-09-20T13:20:00Z
dc.date.available2023-09-20T13:20:00Z
dc.date.issued2023-11
dc.description.statusPeer revieweden
dc.format.extent25
dc.format.extent1422553
dc.identifier272236631
dc.identifier5aa9e33a-70c2-4487-8d27-36f739c5df92
dc.identifier85165567598
dc.identifier.citationPham, 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.2023.07.009en
dc.identifier.doi10.1016/j.iref.2023.07.009
dc.identifier.issn1059-0560
dc.identifier.otherORCID: /0000-0001-9151-8769/work/142976711
dc.identifier.urihttps://hdl.handle.net/2164/21719
dc.identifier.vol88en
dc.language.isoeng
dc.relation.ispartofInternational Review of Economics & Financeen
dc.subjectETFs; Portfolio liquidity; Spillover; Arbitrage; Short Sale Constraintsen
dc.subjectHG Financeen
dc.subject.lccHGen
dc.titleLiquidity spillover between ETFs and their constituentsen
dc.typeJournal articleen

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