Volume Volatility Relationship and Trade Cost of ETFs vs Common Stocks (Part 2)
07.29.2014The uniqueness of ETFs is also evident in the volatility-volume relationship. To study this relationship, we compute the linear regression between log(spread × √ADV) and log(price × volatility), where spread and price are thrown in to normalize securities of different scales.
Continue reading on The Book »
NEWSLETTER SIGN UP
And receive exclusive articles on securities markets
🏆 The 2026 Global Markets Choice Awards are here! 🌍 Nominations are officially OPEN for the celebration of excellence in global capital markets trading & technology. Nominate below:
https://www.jotform.com/form/260086385121150
Delaware Life Insurance Company is becoming the first insurance carrier to offer an index that contains cryptocurrency, adding the BlackRock U.S. Equity Bitcoin Balanced Risk 12% Index to its fixed index annuity (FIA) portfolio.
As the digital assets industry pushes toward
Franklin Templeton is expanding its tokenized fund suite, signaling growing institutional demand for blockchain-based fund infrastructure and regulated investment products moving onchain. Read the full article below:
$50 billion in active ETF inflows helped fuel a record year for @BlackRock 's iShares business, as investors continue to lean into active strategies.