Andrew A Lynch

University of Mississippi - Department of Finance

Assistant Professor of Finance

360 Holman Hall

University, MS 38677

United States

SCHOLARLY PAPERS

2

DOWNLOADS

134

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Intraday Arbitrage Between ETFs and their Underlying Portfolios

Number of pages: 73 Posted: 30 Jan 2019
Travis Box, Ryan Davis, Richard B. Evans and Andrew A Lynch
University of Mississippi - Department of Finance, University of Alabama at Birmingham, University of Virginia - Darden School of Business and University of Mississippi - Department of Finance
Downloads 134 (214,460)

Abstract:

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Exchange traded funds (ETFs), limits to arbitrage, liquidity

2.

Aggregate Short Selling, Commonality, and Stock Market Returns

Journal of Financial Markets, Vol. 17, 2014
Posted: 14 May 2014 Last Revised: 15 May 2014
University of Mississippi - Department of Finance, University of San Diego, University of Missouri - Columbia and Southern Connecticut State University - Department of Economics and Finance

Abstract:

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Aggregate Short Selling; Market return; Commonality