ETF arbitrage, non-fundamental demand, and return predictability (Q5157699)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7411449
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ETF arbitrage, non-fundamental demand, and return predictability |
scientific article; zbMATH DE number 7411449 |
Statements
ETF Arbitrage, Non-Fundamental Demand, and Return Predictability* (English)
0 references
19 October 2021
0 references
exchange-traded funds (ETFs)
0 references
ETF flows
0 references
non-fundamental demand
0 references
return predictability
0 references
0.7253706455230713
0 references
0.6872075796127319
0 references
0.6658759713172913
0 references
0.6531299352645874
0 references
