---
title: Idiosyncratic Contagion in ETFs
url: https://www.ml-quant.com/papers/ssrn/4904298/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4904298
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4904298
featured: 2024-07-24
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4904298
- Identifier: SSRN 4904298
- Released: 2024-07-24
- First featured: Quant Letter No. 58 (2024-07-24): https://www.ml-quant.com/issues/2024-07-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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