The market liquidity of DIAMONDS, Q's, and their underlying stocks

By S. Hegde, John McDermott. 2004

126 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/52cf58c75c5a1bc518c2f7199fbe8494ac09df8d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yu‐Chin Hsu
2. Po-Hsuan Hsu
3. C. Kuan
4. Victor Troster
5. Pedro H. C. Sant’Anna
6. Markus Pauly

In Finance

1. Yu‐Chin Hsu
2. Po-Hsuan Hsu
3. C. Kuan
4. Victor Troster
5. Markus Pauly

Citations in the corpus

• Testing the Predictive Ability of Technical Analysis Using a New Stepwise Test Without Data Snooping Bias (2010, background): “Thus, ETFs help to enhance market liquidity and improve market efficiency (Hegde and McDermott, 2004).”