Idiosyncratic Contagion in ETFs
The research investigates the return spillovers between ETFs and stocks, revealing an industry pattern and emphasizing the importance of careful supervision during periods of high market volatility.
Featured in No. 58 on 24 Jul 2024 · on release day
- Released
- 24 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4904298
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