Dataset Groups Activity Stream ETFs The dataset used in this paper is the ETFs used in the CRSP database. BibTex: @dataset{Liao_Zhu_and_Robert_A_Jarrow_and_Martin_T_Wells_2024, abstract = {The dataset used in this paper is the ETFs used in the CRSP database.}, author = {Liao Zhu and Robert A. Jarrow and Martin T. Wells}, doi = {10.57702/eexpes0u}, institution = {No Organization}, keyword = {'ETFs', 'Exchange-Traded Funds', 'Financial Data', 'exchange-traded funds', 'market microstructure'}, month = {dec}, publisher = {TIB}, title = {ETFs}, url = {https://service.tib.eu/ldmservice/dataset/etfs}, year = {2024} }