"Impact of arbitrage trading between an ETF and its underlying assets on ..."

Xin Guan, Takanobu Mizuta, Isao Yagi (2024)

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DOI: 10.1007/S42001-024-00324-0

access: closed

type: Journal Article

metadata version: 2024-11-22

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Xin Guan, Takanobu Mizuta, Isao Yagi:
Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation. J. Comput. Soc. Sci. 7(3): 2839-2870 (2024)

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