Differently motivated exchange traded fund trading activities and the volatility of the underlying index

Xu, Liao, Yin, Xiang Kang and Zhao, Jing 2018, Differently motivated exchange traded fund trading activities and the volatility of the underlying index, Accounting and finance, pp. 1-28, doi: 10.1111/acfi.12407.

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Title Differently motivated exchange traded fund trading activities and the volatility of the underlying index
Author(s) Xu, Liao
Yin, Xiang KangORCID iD for Yin, Xiang Kang orcid.org/0000-0002-7031-414X
Zhao, Jing
Journal name Accounting and finance
Start page 1
End page 28
Total pages 28
Publisher Wiley
Place of publication Chichester, Eng.
Publication date 2018-10-14
ISSN 1755-3830
1467-629X
Keyword(s) Exchange traded fund
Index return volatility
Efficient price
Private information
Investor disagreement
Information-based trading
Notes Early View Article
Language eng
DOI 10.1111/acfi.12407
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2018, Accounting and Finance Association of Australia and New Zealand
Persistent URL http://hdl.handle.net/10536/DRO/DU:30115340

Document type: Journal Article
Collections: Deakin Graduate School of Business
Department of Finance
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