Measuring the Liquidity of ETFs: An Application to the European Market

被引：1
|
作者：
Roncalli, Thierry [1 ]
Zheng, Ban [2 ]
机构：
[1] Lyxor Asset Management, Quantitat Res, Paris, France
[2] Lyxor Asset Management, Paris, France
来源：
JOURNAL OF TRADING | 2014年 / 9卷 / 03期
关键词：
D O I：
10.3905/jot.2014.9.3.079
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：79 / 108
页数：30
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