Open AccessThe Role of Leveraged ETFs and Option Market Imbalances on End-of-Day Price Dynamics
Author(s) -
Andrea Barbon,
Heiner Beckmeyer,
Andrea Buraschi,
Mathis Moerke
Publication year - 2021
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3925725
Subject(s) - business , financial economics , price discovery , monetary economics , economics , finance , futures contract
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