Arthur Rodier

Independent

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 11,068

SSRN RANKINGS

Top 11,068

in Total Papers Downloads

4,377

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Intraday Share Price Volatility and Leveraged ETF Rebalancing

Number of pages: 49 Posted: 13 Oct 2012 Last Revised: 07 Jan 2016
York University - Schulich School of Business, University of Toronto - Rotman School of Management, Independent and Independent
Downloads 4,377 (1,987)
Citation 9

Abstract:

Loading...

Leveraged ETF, ETF, Intraday volatility, Swap counterparties, market volatility, market microstructure