Of Seesaws and Swings: The Market-wide Impact of Levered ETF Rebalancing during Stressful Times

Jain, Pankaj; Mishra, Suchi; Pagano, Michael S.; Rodriguez, Ivan

doi:10.2139/ssrn.4038544

SSRN Journal

2022

DOI: 10.2139/ssrn.4038544

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Of Seesaws and Swings: The Market-wide Impact of Levered ETF Rebalancing during Stressful Times

Pankaj Jain

Suchi Mishra

Michael S. Pagano

et al.

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Of Seesaws and Swings: The Market-wide Impact of Levered ETF Rebalancing during Stressful Times

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References 17 publications

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