Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index

Rudy De Winne, Carole Gresse () and Isabelle Platten
Additional contact information
Carole Gresse: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Isabelle Platten: Louvain School of Management - UCL - Université Catholique de Louvain = Catholic University of Louvain

Post-Print from HAL

Keywords: Exchange-traded fund (ETF); index trading; transaction costs; liquidity; risk sharing (search for similar items in EconPapers)
Date: 2008-12-17
References: Add references at CitEc
Citations:

Published in Australasian Banking and Finance Conference 2008, Dec 2008, Sydney, Australia. pp.site internet

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index (2014)
Working Paper: Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index (2014)
Working Paper: Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index (2014)
Working Paper: Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index (2009)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00673252

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().