Anna Calamia

University of Toulouse - Toulouse Business School

20, bd Lascrosses

BP 7010

Toulouse, 31068

France

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Scholarly Papers (1)

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The Provision of Liquidity in ETFs: Theory and Evidence from European Markets

Number of pages: 39 Posted: 08 Sep 2016 Last Revised: 10 Sep 2016
Anna Calamia, Laurent Deville and Fabrice Riva
University of Toulouse - Toulouse Business School, EDHEC Business School and Université Paris-Dauphine, PSL Research University
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Citation 2

Abstract:

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Exchange Traded Funds, market design, bid-ask spreads, liquidity provision, inventory management