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ETF Arbitrage Under Liquidity Mismatch

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Citation 22

ETF Arbitrage Under Liquidity Mismatch

Fourth Annual Conference on Financial Market Regulation, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 57 Posted: 08 Jan 2017 Last Revised: 19 Feb 2021

Kevin Pan and Yao Zeng

Harvard University, Department of Economics, Students and University of Pennsylvania - The Wharton School

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Citation 20

Abstract:

ETF Arbitrage Under Liquidity Mismatch

ESRB: Working Paper Series No. 2017/59

Number of pages: 74 Posted: 05 Nov 2020

Kevin Pan and Yao Zeng

Harvard University, Department of Economics, Students and University of Pennsylvania - The Wharton School

Downloads 478 (99,398)

Citation 10

Abstract:

CDS and Equity Market Reactions to Stock Issuances in the U.S. Financial Industry: Evidence from the 2002-13 Period

FRB of New York Staff Report No. 697

Number of pages: 39 Posted: 11 Nov 2014 Last Revised: 26 Nov 2014

Marcia Millon Cornett, Hamid Mehran, Kevin Pan, Minh Phan, Minh Phan and Chenyang (Jason) Wei

Bentley University - Department of Finance, Independent, Harvard University, Department of Economics, Students, Columbia UniversityColumbia University - Columbia Business School and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

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Citation 6

Kevin Pan

Harvard University, Department of Economics, Students

PhD Candidate

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Scholarly Papers (2)

ETF Arbitrage Under Liquidity Mismatch

ETF Arbitrage Under Liquidity Mismatch

Abstract:

ETF Arbitrage Under Liquidity Mismatch

Abstract:

CDS and Equity Market Reactions to Stock Issuances in the U.S. Financial Industry: Evidence from the 2002-13 Period

Abstract: