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

Xu, Liao, Yin, Xiangkang and Zhao, Jing 2019, Differently motivated exchange traded fund trading activities and the volatility of the underlying index, Accounting and finance, vol. 59, no. S1, Special Issue: Fund Management, pp. 859-886, 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, XiangkangORCID iD for Yin, Xiangkang orcid.org/0000-0002-7031-414X
Zhao, Jing
Journal name Accounting and finance
Volume number 59
Issue number S1
Season Special Issue: Fund Management
Start page 859
End page 886
Total pages 28
Publisher Wiley
Place of publication Chichester, Eng.
Publication date 2019-04
ISSN 1755-3830
1467-629X
Keyword(s) Exchange traded fund
Index return volatility
Efficient price
Private information
Investor disagreement
Information-based trading
Language eng
DOI 10.1111/acfi.12407
Indigenous content off
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: Faculty of Business and Law
Deakin Business School
Department of Finance
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