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The Cost of New Information: ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips
Working Paper version
Rühl, T.R. and M. Stein 2013
Rühl Stein 2013 The Cost of New Informat
Adobe Acrobat Document 542.5 KB
Unintended Indexing in Sector Exchange Traded Fund Portfolios
Working Paper version
Stein, M. and S.T. Rachev 2012
Stein_Rachev_2013_Dilution of Sector Exp
Adobe Acrobat Document 950.7 KB