Hayase, R., Mizuta, T., & Yagi, I. (2026). Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash.
Citazione stile Chigago Style (17a edizione)Hayase, Ryuki, Takanobu Mizuta, e Isao Yagi. Impact of Arbitrage Between Leveraged ETF and Futures on Market Liquidity During Market Crash. 2026.
Citatione MLA (9a ed.)Hayase, Ryuki, et al. Impact of Arbitrage Between Leveraged ETF and Futures on Market Liquidity During Market Crash. 2026.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.