---
title: Index-Linked Trading: Differences in Returns
url: https://www.ml-quant.com/papers/ssrn/4554756/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4554756
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4554756
featured: 2023-08-30
citations: unknown
topic: Trading, Microstructure & Execution
---


# Index-Linked Trading: Differences in Returns

Differences in Returns: The study reveals that index-linked trading leads to differences in returns and volatilities, with firm fundamentals influencing risk premiums in expected returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4554756
- Identifier: SSRN 4554756
- Released: 2021-04-26
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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