ETF Measure of Stock Fragility
Using exchange-traded funds data in an alternative estimation procedure enhances the prediction of stock price fragility, highlighting the impact of ETF activity and institutional investors' demand on price volatility.
Featured in No. 15 on 14 Sep 2023 · 51 days after release
- Released
- 25 Jul 2023
- First featured
- No. 15 · 14 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 98
- Identifier
- SSRN 4571071
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