Pham, SonMarshall, Ben R.Nguyen, Nhut H.Visaltanachoti, Nuttawat2023-09-202023-09-202023-11Pham, 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.2023.07.0091059-0560ORCID: /0000-0001-9151-8769/work/142976711https://hdl.handle.net/2164/21719251422553engETFs; Portfolio liquidity; Spillover; Arbitrage; Short Sale ConstraintsHG FinanceHGJournal article10.1016/j.iref.2023.07.00988