ETF的创建/赎回活动与收益可预测性

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学术论文

ETF Arbitrage and Return Predictability

作者ETF Arbitrage, Non-Fundamental Demand, and Return Predictability [点击查看论文]

机构
  • University of Arizona
  • University of Arizona - Department of Finance
  • University of Colorado Boulder
  • University of Colorado at Boulder - Leeds School of Business
  • University of Utah
  • University of Utah - Department of Finance

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