SSRNTrading, Microstructure & Execution
Index-Linked Trading: Differences in Returns
Differences in Returns: The study reveals that index-linked trading leads to differences in returns and volatilities, with firm fundamentals influencing risk premiums in expected returns.
Featured in No. 14 on 30 Aug 2023 ·
- Released
- 26 Apr 2021
- First featured
- No. 14 · 30 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 241
- Identifier
- SSRN 4554756
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