The price of international equity ETFs: The role of relative liquidity
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DOI: 10.1016/j.intfin.2020.101190
Abstract: Abstract We examine the effect of the relative liquidity of international equity exchange-traded funds (ETFs) and their constituent portfolios on the price difference between the fund’s market prices and its net asset values. We use… read more here.
Keywords: liquidity; international equity; price; relative liquidity ... See more keywords