Does ETF trading affect the efficiency of the underlying index?

Xu, Liao and Yin, Xiangkang 2017, Does ETF trading affect the efficiency of the underlying index?, International review of financial analysis, vol. 51, pp. 82-101, doi: 10.1016/j.irfa.2017.02.009.

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Title Does ETF trading affect the efficiency of the underlying index?
Author(s) Xu, Liao
Yin, XiangkangORCID iD for Yin, Xiangkang orcid.org/0000-0002-7031-414X
Journal name International review of financial analysis
Volume number 51
Start page 82
End page 101
Total pages 20
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2017-05-01
ISSN 1057-5219
Language eng
DOI 10.1016/j.irfa.2017.02.009
Field of Research 1502 Banking, Finance And Investment
1501 Accounting, Auditing And Accountability
1801 Law
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30111943

Document type: Journal Article
Collections: Faculty of Business and Law
Deakin Business School
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