"ETF Activity and Informational Efficiency of Underlying Securities."

Lawrence R. Glosten, Suresh Nallareddy, Yuan Zou (2021)

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DOI: 10.1287/MNSC.2019.3427

access: closed

type: Journal Article

metadata version: 2021-04-07

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Lawrence R. Glosten, Suresh Nallareddy, Yuan Zou:
ETF Activity and Informational Efficiency of Underlying Securities. Manag. Sci. 67(1): 22-47 (2021)

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