ML-QuantSubscribe

SSRNDerivatives & Volatility

How Do ETFs Affect Stock Volatility?

The research shows that ETF ownership and trading have different effects on stock volatility, and that these two mechanisms work together, resolving the debate on the role of ETFs in spreading shocks or providing liquidity to stocks.

Featured in No. 46 on 24 Apr 2024 · 40 days after release · 0 citations today

Released
15 Mar 2024
First featured
No. 46 · 24 Apr 2024
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4804048

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page