SSRNTrading, Microstructure & Execution
Hidden Liquidity Puzzle: Bond ETFs versus Equity ETFs
The research reveals that bond ETFs and equity ETFs have different trading dynamics, with bond ETFs offering more hidden liquidity and dark trading volume due to the lack of transparency in bond markets.
Featured in No. 41 on 20 Mar 2024 · 1 day after release · 0 citations today
- Released
- 19 Mar 2024
- First featured
- No. 41 · 20 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4765211
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).