Sign in or register to instantly access

Don't have an account?

Sign up here

 

Seeking Optimal ETF Execution in Electronic Markets

Exchange-traded funds have been, since their inception, a revolutionary change for investors and those in the investing business. There are a few key characteristics of ETFs that attract investors, either for new portions of their portfolios or for transitions of their entire investment strategies. Notable are transparency, exchange listing, tax efficiency, and lower fees.

This paper, first published in the Journal of Trading, looks at how you can seek optimal ETF execution in electronic markets.