Determinants of ETF Liquidity in the Secondary Market: A Five-Factor Ranking Algorithm

Pankaj Agrrawal; John M Clark

Article

Determinants of ETF Liquidity in the Secondary Market: A Five-Factor Ranking Algorithm

Pankaj Agrrawal and John M Clark

ETFs and Indexing Fall 2009, 2009 (1) 59-66

Pankaj Agrrawal

is an assistant professor at the University of Maine in Orono, ME.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: pankaj.agrrawal@maine.edu

John M Clark

is an associate professor at the Bloch School of Business and Public Administration, University of Missouri in Kansas City, MO.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: clarkjm@umkc.edu

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monhtly highlights
Special collections

In this issue

Exchange Traded Funds

Vol. 2009, Issue 1

Fall 2009

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on PMR Guides.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Determinants of ETF Liquidity in the Secondary Market: A Five-Factor Ranking Algorithm

Message Subject (Your Name) has sent you a message from PMR Guides

Message Body (Your Name) thought you would like to see the PMR Guides web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Determinants of ETF Liquidity in the Secondary Market: A Five-Factor Ranking Algorithm

Pankaj Agrrawal, John M Clark

ETFs and Indexing Sep 2009, 2009 (1) 59-66;

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Determinants of ETF Liquidity in the Secondary Market: A Five-Factor Ranking Algorithm

Pankaj Agrrawal, John M Clark

ETFs and Indexing Sep 2009, 2009 (1) 59-66;

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

No citing articles found.

Google Scholar

Main menu

User menu

Search

PMR Guides

Determinants of ETF Liquidity in the Secondary Market: A Five-Factor Ranking Algorithm

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Determinants of ETF Liquidity in the Secondary Market: A Five-Factor Ranking Algorithm

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected