---
title: How Do ETFs Affect Stock Volatility?
url: https://www.ml-quant.com/papers/ssrn/4804048/
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 4804048
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4804048
featured: 2024-04-24
citations: 0
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4804048
- Identifier: SSRN 4804048
- Released: 2024-03-15
- First featured: Quant Letter No. 46 (2024-04-24): https://www.ml-quant.com/issues/2024-04-24/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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