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2. Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies. (2025). Sunyaev, Ali ; Kannengiesser, Niclas ; Kirste, Daniel ; Drossos, Thanos.
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1. Market impact of government communication: The case of presidential tweets. (2021). Pelizzon, Loriana ; Abdi, Farshid ; Kormanyos, Emily ; Simon, Zorka ; Getmansky, Mila.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:314.

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2. Do ETFs increase the commonality in liquidity of underlying stocks?. (2021). Agarwal, Vikas ; Moussawi, Rabih ; Hanouna, Paul ; Stahel, Christof W.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:2104.

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3. Do ETFs increase liquidity?. (2021). wermers, russell ; Tuzun, Tugkan ; Saaglam, Mehmet.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:2103.

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4. Broadband internet and the stock market investments of individual investors. (2021). Vestad, Ola ; Mogstad, Magne ; Hvide, Hans ; Meling, Tom G.
   In: Discussion Papers.
   RePEc:ssb:dispap:946.

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5. Have the Purchases of ETF Raised Stock Prices? Recent Japanese Case. (2021). Kurihara, Yutaka ; Maeda, Shinichiro ; Fukushima, Akio.
   In: Bulletin of Applied Economics.
   RePEc:rmk:rmkbae:v:8:y:2021:i:1:p:109-119.

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6. The performance of South African exchange traded funds under changing market conditions. (2021). Muzindutsi, Paul-Francois ; Peerbhai, Faeezah ; Kunjal, Damien.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00227-z.

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7. ETF Activity and Informational Efficiency of Underlying Securities. (2021). Zou, Yuan ; Nallareddy, Suresh ; Glosten, Lawrence.
   In: Management Science.
   RePEc:inm:ormnsc:v:67:y:2021:i:1:p:22-47.

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8. Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Bao, Weiwei ; Chen, Rongda ; Jin, Chenglu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:75:y:2021:i:c:p:112-129.

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9. The FOMC Risk Shift. (2021). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:120:y:2021:i:c:p:21-39.

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10. Intraday arbitrage between ETFs and their underlying portfolios. (2021). Box, Travis ; Davis, Ryan ; Evans, Richard ; Lynch, Andrew.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:3:p:1078-1095.

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11. Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

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12. The impact of ETFs in secondary asset markets: Experimental evidence. (2021). Rud, Olga ; Rabanal, Jean Paul ; Duffy, John.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:188:y:2021:i:c:p:674-696.

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13. ETFs’ high overnight returns: The early liquidity provider gets the worm. (2021). Lachance, Marie-Eve.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030032x.

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14. Is small beautiful? The resilience of small banks during the European debt crisis. (2021). Varotto, Simone ; Liu, Cai.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001290.

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15. Intraday indirect arbitrage between European index ETFs. (2021). Tooma, Eskandar ; Bassiouny, Aliaa.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000806.

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16. Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs. (2021). Huang, Yizhao ; Yuan, Ying ; Chen, Haoran.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000619.

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17. Passive funds affect prices: evidence from the most ETF-dominated asset classes. (2021). Todorov, Karamfil.
    In: BIS Working Papers.
    RePEc:bis:biswps:952.

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18. Exchange-traded funds and FX volatility: Evidence from Turkey. (2020). Sakarya, Burchan ; Ekinci, Aykut.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:20:y:2020:i:4:p:205-211.

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19. Does Joining the S&P 500 Index Hurt Firms?. (2020). Wang, Zexi ; Stulz, Rene M ; Bennett, Benjamin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27593.

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20. The effect of ETFs on financial markets: a literature review. (2020). Liebi, Luca J.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00349-1.

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21. The Shift from Active to Passive Investing : Potential Risks to Financial Stability?. (2020). Anadu, Kenechukwu ; McCabe, Patrick E ; Kruttli, Mathias S ; Osambela, Emilio ; Shin, Chaehee.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-60.

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22. Turning alphas into betas: arbitrage and endogenous risk. (2020). Cho, Thummim.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102085.

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23. Liquidity risk and exchange-traded fund returns, variances, and tracking errors. (2020). Bae, Kyounghun ; Kim, Daejin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:1:p:222-253.

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24. Turning alphas into betas: Arbitrage and endogenous risk. (2020). Cho, Thummim.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:2:p:550-570.

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25. Governance through shame and aspiration: Index creation and corporate behavior. (2020). Shaffer, Matthew D ; Chattopadhyay, Akash.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:3:p:704-724.

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26. Local demand shocks, excess comovement and return predictability. (2020). Broman, Markus S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:119:y:2020:i:c:s037842662030176x.

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27. Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). deHaan, Ed ; Marinovic, Ivan ; Blankespoor, Elizabeth.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

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28. ETFs and information transfer across firms. (2020). Zhang, Suning ; Bhojraj, Sanjeev ; Mohanram, Partha.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:70:y:2020:i:2:s0165410120300380.

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29. The price of international equity ETFs: The role of relative liquidity. (2020). Weisskopf, Jean-Philippe ; Atanasova, Christina.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300743.

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30. Information-based trading and information propagation: Evidence from the exchange traded fund market. (2020). Zhao, Yang ; Xu, LU.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301393.

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31. Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress. (2020). Aquilina, Matteo ; Vass, Lachlan ; Croxson, Karen ; Valentini, Gian Giacomo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301725.

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32. The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Shi, Yukun ; Zhao, Yang ; Xu, Liao ; Gao, Han.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408.

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33. Do ETF flows increase market efficiency? Evidence from China. (2020). Zhao, Yang ; Xu, Liao ; Chen, Jilong.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:5:p:4795-4819.

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34. Stablecoins 2.0: Economic Foundations and Risk-based Models. (2020). Gudgeon, Lewis ; Liu, Jun-You ; Harz, Dominik ; Klages-Mundt, Ariah ; Minca, Andreea.
    In: Papers.
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35. Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds. (2019). Westerholm, Joakim ; Garvey, Gerald ; Feldman, David ; da Dalt, Carlo.
    In: Journal of Futures Markets.
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36. Cross-Asset Market Order Flow, Liquidity, and Price Discovery. (2019). Paddrik, Mark ; Garrison, Robert ; Jain, Pankaj.
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    RePEc:ofr:wpaper:19-04.

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37. An Improved Method to Predict Assignment of Stocks into Russell Indexes. (2019). Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco.
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38. The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Xu, Liao ; Zhao, Jing.
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39. Indexing and stock market serial dependence around the world. (2019). Da, Zhi ; van Bekkum, Sjoerd ; Baltussen, Guido.
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40. The counterparty risk exposure of ETF investors. (2019). Perignon, Christophe ; Hurlin, Christophe ; Yeung, Stanley ; Iseli, Gregoire.
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41. An Improved Method to Predict Assignment of Stocks into Russell Indexes. (2019). Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco.
    In: CEPR Discussion Papers.
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42. Does Index Arbitrage Distort the Market Reaction to Shocks?. (2019). Anatolyev, Stanislav ; Selezneva, Veronika.
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43. The Impact of ETFs on Asset Markets: Experimental Evidence. (2019). Rud, Olga ; Rabanal, Jean Paul ; Duffy, John.
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44. Cycles of Declines and Reversals Following Overnight Market Declines. (2018). Abdi, Farshid.
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    RePEc:usg:sfwpfi:2018:29.

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45. Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements. (2018). Abdi, Farshid ; Wu, Botao.
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46. Institutional trading and Abel Noser data. (2018). XIE, Jing ; Wang, Yi Alex ; Jo, Koren M ; Hu, Gang.
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    RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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47. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2018). Williams, Tomas ; Levy Yeyati, Eduardo ; Converse, Nathan ; Levy-Yeyati, Eduardo.
    In: Documentos de Trabajo.
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48. Is there a dark side to exchange traded funds? An information perspective. (2017). Lee, Charles ; Sridharan, Suhas A ; Israeli, Doron.
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49. Exchange-traded funds, liquidity and volatility. (2014). Krause, Timothy ; Ehsani, Sina ; Lien, Donald.
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50. Are Concerns About Leveraged ETFs Overblown?. (2014). Lenkey, Stephen L. ; Ivanov, Ivan T..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-106.

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