SSRNTrading, Microstructure & Execution
Cross-ETF Arbitrage
Due to the unique characteristics of the ETF lending market, ETFs are costlier to borrow than stocks, creating profitable opportunities for cross-ETF arbitrage.
Featured in No. 30 on 20 Dec 2023 · 2 days after release · 0 citations today
- Released
- 18 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4667997
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).