Edgar Haryanto

Independent

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 10,732

SSRN RANKINGS

Top 10,732

in Total Papers Downloads

4,313

CITATIONS

3

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 4,313 (1,921)
Citation 3

Abstract:

Loading...

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