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Spiders: Where Are the Bugs?
We would like to thank Michael Babel for providing some of the data used in this study and Yakov Amihud, Deepak Agrawal, David Yermack, Menachem Brenner, Joel Hasbrouk, Gideon Sarr, and an anonymous referee for helpful comments on an earlier draft of this article.
https://doi.org/10.1142/9789814335409_0012Cited by:1 (Source: Crossref)
Abstract:
The following sections are included:
Introduction
Performance of Spiders
Overall Return on Spiders
Deviations of Price from NAV
Comparison with Alternative Vehicles
Creation/Deletion
Determinants of Volume
Conclusion
References
