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
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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

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Keywords: Exchange-traded fund (ETF); index trading; transaction costs; liquidity; risk sharing (search for similar items in EconPapers)
Date: 2009-10-21
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Published in FMA Annual Meeting 2009, Oct 2009, Reno, United States. pp.site internet

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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 (2008)
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