Thomas Marta

Wilfrid Laurier University - Lazaridis School of Business and Economics

Assistant Professor of Finance

64 University Ave W

Waterloo, Ontario N2L 3C7

Canada

http://https://sites.google.com/view/thomasmarta/home

SCHOLARLY PAPERS

3

DOWNLOADS

1,179

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Corporate Bond ETFs, Bond Liquidity, and ETF Trading Volume

Number of pages: 42 Posted: 19 Apr 2019 Last Revised: 19 Jun 2023
Thomas Marta
Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 654 (70,640)
Citation 2

Abstract:

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Exchange-traded funds, Corporate bonds, Liquidity, Trading Volume

2.

Do ETFs Increase the Comovements of Their Underlying Assets? Evidence from a Switch in ETF Replication Technique

Université Paris-Dauphine Research Paper No. 4079302, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 43 Posted: 19 Apr 2022 Last Revised: 27 Oct 2022
Thomas Marta and Fabrice Riva
Wilfrid Laurier University - Lazaridis School of Business and Economics and Université Paris-Dauphine, PSL Research University
Downloads 277 (190,323)

Abstract:

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ETFs, commonality

3.

ETF Effects: The Role of Primary Versus Secondary Market Activities

Number of pages: 42 Posted: 14 Dec 2021 Last Revised: 13 Jun 2023
Carole Comerton-Forde and Thomas Marta
University of Melbourne - Department of Finance and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 248 (213,365)

Abstract:

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Exchange-traded funds, HFT, volatility, arbitrage, liquidity, ETF.