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ETF Re-balancing and Hedge Fund Front-Running Trades
https://www.interactivebrokers.com/campus/ibkr-quant-news/etf-re-balancing-and-hedge-fund-front-running-trades/
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Today, we will turn our attention to the paper “ETF Rebalancing, Hedge Fund Trades, and Capital Market” from Wang, Yao, and Yelekenova to better understand complex relationship between ETFs (their investors) and hedge funds.
