SSRNTrading, Microstructure & Execution
Re-Exploring the Bond and Equity ETF Hidden Liquidity Puzzle: An Intraday Analysis
A study shows hidden liquidity is higher for bond ETFs than equity ETFs, with trading costs and informed trading probability not explaining the difference.
Featured in No. 44 on 10 Apr 2024 · 1 day after release · 0 citations today
- Released
- 9 Apr 2024
- First featured
- No. 44 · 10 Apr 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4788858
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