ETF Rebalancing & Hedge Fund Trades
Hedge funds are manipulating ETF rebalancing to their advantage, causing price distortions and forcing ETFs to make unfavorable trades.
Featured in No. 16 on 21 Sep 2023 ·
- Released
- 13 Jan 2023
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 587
- Identifier
- SSRN 4578092
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).