The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes

Xu, Liao, Yin, Xiangkang and Zhao, Jing 2019, The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes, Pacific Basin Finance Journal, vol. 58, pp. 1-19, doi: 10.1016/j.pacfin.2019.101217.

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Title The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes
Author(s) Xu, Liao
Yin, XiangkangORCID iD for Yin, Xiangkang orcid.org/0000-0002-7031-414X
Zhao, Jing
Journal name Pacific Basin Finance Journal
Volume number 58
Article ID 101217
Start page 1
End page 19
Total pages 19
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2019-12
ISSN 0927-538X
Keyword(s) Exchange traded fund
Equity index
Trading sidedness
Information asymmetry
Investor disagreement
Language eng
DOI 10.1016/j.pacfin.2019.101217
Indigenous content off
Field of Research 1502 Banking, Finance and Investment
1501 Accounting, Auditing and Accountability
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30131339

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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