SSRNTrading, Microstructure & Execution
ETFs Impact on Bond Liquidity
The article discusses how a bond's inclusion in a creation or redemption basket improves its liquidity, especially in the case of redemptions.
Featured in No. 45 on 17 Apr 2024 ·
- Released
- 18 Nov 2021
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 109
- Identifier
- SSRN 4794939
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).