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SSRNPortfolio & Allocation

ETF Indexing

The study reveals that the indexing strategy of ETFs greatly affects the value of its assets, with larger bid-ask spreads for equally weighted ETF index assets.

Featured in No. 46 on 24 Apr 2024 · 8 days after release

Released
16 Apr 2024
First featured
No. 46 · 24 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4798552

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

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