ML-QuantSubscribe

SSRNPortfolio & Allocation

ETFs & Illiquid Assets: Fire Sales

Fire Sales: A study indicates that ETFs can cause fire sales in illiquid assets, with authorized participants acting as a buffer to prevent such sales.

Featured in No. 20 on 12 Oct 2023 ·

Released
16 Jul 2021
First featured
No. 20 · 12 Oct 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4598157

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page