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Do ETFs lead the price moves? Evidence from the major US markets

Mike Buckle Orcid Logo, Jing Chen, Qian Guo, Chen Tong

International Review of Financial Analysis, Volume: 58, Pages: 91 - 103

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.1016/j.irfa.2017.12.005

Published in: International Review of Financial Analysis
ISSN: 1057-5219
Published: Elsevier BV 2018
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa55216
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first_indexed 2020-10-05T14:53:14Z
last_indexed 2020-11-07T04:14:17Z
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spelling 2020-11-06T12:23:10.1532090 v2 55216 2020-09-18 Do ETFs lead the price moves? Evidence from the major US markets 756422b319676d1b53856d85363a4ae3 0000-0002-5767-2217 Mike Buckle Mike Buckle true false 2020-09-18 BAF Journal Article International Review of Financial Analysis 58 91 103 Elsevier BV 1057-5219 Price discovery; Information share; ETFs; Permanent and transitory decomposition; Weighted price contribution 1 7 2018 2018-07-01 10.1016/j.irfa.2017.12.005 http://orca.cf.ac.uk/107609/ COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2020-11-06T12:23:10.1532090 2020-09-18T14:47:18.9421352 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Mike Buckle 0000-0002-5767-2217 1 Jing Chen 2 Qian Guo 3 Chen Tong 4
title Do ETFs lead the price moves? Evidence from the major US markets
spellingShingle Do ETFs lead the price moves? Evidence from the major US markets
Mike Buckle
title_short Do ETFs lead the price moves? Evidence from the major US markets
title_full Do ETFs lead the price moves? Evidence from the major US markets
title_fullStr Do ETFs lead the price moves? Evidence from the major US markets
title_full_unstemmed Do ETFs lead the price moves? Evidence from the major US markets
title_sort Do ETFs lead the price moves? Evidence from the major US markets
author_id_str_mv 756422b319676d1b53856d85363a4ae3
author_id_fullname_str_mv 756422b319676d1b53856d85363a4ae3_***_Mike Buckle
author Mike Buckle
author2 Mike Buckle
Jing Chen
Qian Guo
Chen Tong
format Journal article
container_title International Review of Financial Analysis
container_volume 58
container_start_page 91
publishDate 2018
institution Swansea University
issn 1057-5219
doi_str_mv 10.1016/j.irfa.2017.12.005
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
url http://orca.cf.ac.uk/107609/
document_store_str 0
active_str 0
published_date 2018-07-01T04:09:16Z
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score 11.013148

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