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SSRNPortfolio & Allocation

ETFs and Market Efficiency

Capital constraints on intermediaries can affect the pricing efficiency of assets they manage, as seen in ETFs and their lead market makers during the COVID-19 debt market disruptions.

Featured in No. 24 on 2 Nov 2023 ·

Released
30 Mar 2022
First featured
No. 24 · 2 Nov 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
369
Identifier
SSRN 4615092

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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