@techreport{5081316014754808be79aa682bf4185a,
title = "Financial Innovation, Investor Behavior, and Arbitrage: Implications from the ETF Market",
keywords = "Financial Innovation, Leverage, Investor behavior, Index",
author = "Wenxi Jiang and Hongjun Yan",
note = "Jiang, Wenxi and Yan, Hongjun, Financial Innovation, Investor Behavior, and Arbitrage: Implications from the ETF Market (March 31, 2016). Available at SSRN: https://ssrn.com/abstract=2023142 or http://dx.doi.org/10.2139/ssrn.2023142",
year = "2016",
month = mar,
day = "31",
language = "American English",
type = "WorkingPaper",
}