SSRNTrading, Microstructure & Execution
Swing Pricing and Investment Funds' Liquidity
Swing pricing can mitigate liquidity risk in open-ended funds during market stress, but its effectiveness may be limited by factors like increased volatility, leverage, and non-disclosure practices.
Featured in No. 40 on 13 Mar 2024 ·
- Released
- 7 Sep 2022
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4754902
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