Examining Intraday Fixed Income ETF Liquidity: Is it More Expensive Near the Open?
JJ Rowley, H Wang, EL White - The Journal of Index Investing, 2020 - search.proquest.com
In this article, the authors analyze the relationship between time of day and bid-ask spread
for US-domiciled fixed income exchange-traded funds (ETFs) with US dollar exposure. They …
for US-domiciled fixed income exchange-traded funds (ETFs) with US dollar exposure. They …