The effect of ETFs on stock liquidity. Working paper. University of Pennsylvania.Hamm, Sophia J.W., 2010, The Effect of ETFs on Stock Liquidity, Working Paper, The Ohio State University.Hamm, S. J. W. (2010). The effect of ETFs on stock liquidity. Working Paper, Whar- ton ....
The effect of ETFs on stock liquidity. This paper investigates the effect of the introduction of exchange-traded funds (ETFs) on the liquidity of individual stocks. Prior analytical studies sugg... SJW Hamm - University of Pennsylvania. 被引量: 0发表: 2010年 The Effect of major customers conc...
Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds? The paper studies the effect of demand-side sources on the commonality in liquidity of corporate bonds as the growing mutual fund and ETF ownership in the ... E Teliolu - 《Swiss Finance Institute Research Paper...
This had the effect of providing banks with more liquidity, increasing the money supply. Fast-forward to August 2022. After implementing a series of 25-, 50- and now 75-basis-point hikes to quell inflation, the economy has contracted significantly, posting two consecutives quarters of n...
Corporate BondsLiquidityCommonalityArbitrageExchange-Traded Funds (ETFs)Mutual FundsThe paper studies the effect of growing mutual fund and ETF ownership on the commonality in liquidity of underlying bonds. Unpredictable liquidity needs of fundSocial Science Electronic Publishing...
We investigate the effect of leveraged ETF trading on the trading activity and market quality of their component stocks. The results show that both quoted and effective spreads of component stocks increase about 0.2–3.0 basis points after the inception of leveraged ETFs, while other liquidity measur...
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Similar to mutual funds, ETFs have their own benefits. Traded like stocks, ETFs can be less expensive to own, have greater liquidity, and are more tax-efficient than their equivalent mutual funds. Understanding ETFs ETFs are effectively mutual funds that are traded on the open market. Like ...
Exchange-Traded Products (ETPs):Exchange-traded funds (ETFs)andexchange-traded notes (ETNs)track indexes, commodities, bonds, or baskets of assets. They trade on exchanges like stocks, offering exposure to a diverse range of assets with the ease of stock trading. ...
If you're looking to own foreign government bonds you can find one of several ETFs that specialize in such securities, but in some cases you may need to establish an overseas account to hold them. Foreign Government Securities Some investors have sought to purchase individual foreigngovernment bon...