Effects of size on the exchange-traded funds performance
Year of publication: |
2023
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Authors: | Paudel, Kiran ; Naka, Atsuyuki |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 24.2023, 6, p. 474-484
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Subject: | Asset size | Exchange-traded funds | Index-tracking funds | Panel quantile regression | Risk-adjusted alpha | Scale economies | Investmentfonds | Investment Fund | Skalenertrag | Returns to scale | Kapitaleinkommen | Capital income | Indexderivat | Index derivative | Betriebsgröße | Firm size | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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