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bonds, commodities, currencies, equities, REITs · United States · ETFs · Monthly Paid

Arbitrage Comovement Effect in ETFs

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Academic paper

Arbitrage Comovement

AuthorsJohn J. Shim

Institute
  • University of Notre Dame
  • University of Mendoza
  • University of Notre Dame - Mendoza College of Business

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3287912

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