How Do ETFs Affect Stock Volatility?
The research shows that ETF ownership and trading have different effects on stock volatility, and that these two mechanisms work together, resolving the debate on the role of ETFs in spreading shocks or providing liquidity to stocks.
Featured in No. 46 on 24 Apr 2024 · 40 days after release · 0 citations today
- Released
- 15 Mar 2024
- First featured
- No. 46 · 24 Apr 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4804048
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