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  "access_rights": "",
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  "author": "Liao Zhu",
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  "author": "Liao Zhu",
            
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  "author_email": "",
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  "author_email": "",
            
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  "citation": [
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  "citation": [
            
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    "https://doi.org/10.48550/arXiv.2011.04171"
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  "defined_in": "https://doi.org/10.48550/arXiv.1902.04691",
            
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  "doi": "10.57702/eexpes0u",
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  "doi": "10.57702/eexpes0u",
            
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  "doi_date_published": null,
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  "doi_date_published": "2024-12-16",
            
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      "extra_author": "Robert A. Jarrow",
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      "extra_author": "Robert A. Jarrow",
            
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    },
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    {
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      "extra_author": "Martin T. Wells",
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      "extra_author": "Martin T. Wells",
            
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      "description": "",
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      "description": "",
            
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      "title": "Exchange-Traded Funds"
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      "title": "Exchange-Traded Funds"
            
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      "title": "Market Microstructure"
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      "title": "Market Microstructure"
            
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  "notes": "The dataset used in this paper is the ETFs used in the 
            
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  "title": "ETFs",
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}