Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDX

Vadim Konstantinovsky; Stephen A. Laipply; Bruce D. Phelps

doi:10.3905/jii.2016.6.4.088

Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDX

Vadim Konstantinovsky, Stephen A. Laipply and Bruce D. Phelps

The Journal of Beta Investment Strategies Spring 2016, 6 (4) 88-102; DOI: https://doi.org/10.3905/jii.2016.6.4.088

Vadim Konstantinovsky

is a director at Barclays Capital, Inc. in New York, NY.

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For correspondence: vkonstan@barclays.com

Stephen A. Laipply

is a managing director at BlackRock, Inc. in San Francisco, CA.

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For correspondence: steve.laipply@blackrock.com

Bruce D. Phelps

is a managing director at Barclays Capital, Inc. in New York, NY.

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For correspondence: bruce.phelps@barclays.com

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Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDX

Vadim Konstantinovsky, Stephen A. Laipply, Bruce D. Phelps

The Journal of Beta Investment Strategies Feb 2016, 6 (4) 88-102; DOI: 10.3905/jii.2016.6.4.088

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Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDX

Vadim Konstantinovsky, Stephen A. Laipply, Bruce D. Phelps

The Journal of Beta Investment Strategies Feb 2016, 6 (4) 88-102; DOI: 10.3905/jii.2016.6.4.088

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