Hayase, R., Mizuta, T., & Yagi, I. (2026). Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash.
Style de citation Chicago (17e éd.)Hayase, Ryuki, Takanobu Mizuta, et Isao Yagi. Impact of Arbitrage Between Leveraged ETF and Futures on Market Liquidity During Market Crash. 2026.
Style de citation MLA (9e éd.)Hayase, Ryuki, et al. Impact of Arbitrage Between Leveraged ETF and Futures on Market Liquidity During Market Crash. 2026.
Attention : ces citations peuvent ne pas être correctes à 100%.