Andrew A Lynch

University of Arkansas - Sam M. Walton College of Business

Assistant Professor of Finance

Fayetteville, AR 72701

United States

SCHOLARLY PAPERS

3

DOWNLOADS

304

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Intraday Arbitrage Between ETFs and their Underlying Portfolios

Number of pages: 73 Posted: 30 Jan 2019 Last Revised: 15 Feb 2020
Travis Box, Ryan Davis, Richard B. Evans and Andrew A Lynch
Clemson University, University of Alabama at Birmingham, University of Virginia - Darden School of Business and University of Arkansas - Sam M. Walton College of Business
Downloads 281 (117,673)
Citation 2

Abstract:

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

2.

Portfolio Choice: Familiarity, Hedging, and Industry Bias

Journal of Financial and Quantitative Analysis (Forthcoming)
Number of pages: 55 Posted: 07 Feb 2020 Last Revised: 22 Jun 2020
Xin Che, Andre P. Liebenberg and Andrew A Lynch
California State University, Fullerton, University of Mississippi - School of Business Administration and University of Arkansas - Sam M. Walton College of Business
Downloads 23 (543,398)

Abstract:

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Familiarity; Hedging; Industry Bias; Under-Diversification

3.

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 Arkansas - Sam M. Walton College of Business, 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