The Indicative Value-Price Puzzle in ETNs: Liquidity Constraints, Information Signaling, or an Ineffective System for Share Creation?

Dean Diavatopoulos, James Martin Felton, Colbrin Alan Wright

Research output: Contribution to journal › Article › peer-review

Cite this

@article{4e2337ad0c4d4575b3313ecbff421f8f,

title = "The Indicative Value-Price Puzzle in ETNs: Liquidity Constraints, Information Signaling, or an Ineffective System for Share Creation?",

author = "Dean Diavatopoulos and Felton, {James Martin} and Wright, {Colbrin Alan}",

year = "2011",

month = oct,

language = "English",

volume = "20",

pages = "25--39",

journal = "Journal of Investing",

publisher = "Journal of Investing",

number = "3",

}