Effects of commodity exchange-traded note introductions: Adjustment for seasonality
This study investigates the impacts of the introductions of commodity exchange-traded notes on the corresponding underlying commodity futures markets around their issuance announcement and listing dates. Focusing on the Korean market, a leading and influential emerging market, we adopt an event stud...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-09-01
|
| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S221484502030017X |