ETF MAX and MIN effects
Year of publication: |
2024
|
---|---|
Authors: | Gould, John ; Sun, Zhiyue ; Yang, Wenling |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104835, p. 1-10
|
Subject: | ETF mispricing | MAX effect | MIN effect |
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