Evidence of idiosyncratic seasonality in ETFs performance
Carlos Francisco Alves, Duarte André de Castro Reis
| Year of publication: |
[2018] ; Version: January 2018
|
|---|---|
| Authors: | Alves, Carlos ; Reis, Duarte André de Castro |
| Publisher: |
Porto : School of Economics and Management, University of Porto |
| Subject: | ETFs seasonality | indices seasonality | raw returns | tracking error | US equity | USA | United States | Kapitaleinkommen | Capital income | Indexderivat | Index derivative | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Saisonkomponente | Seasonal component | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator |
freely available
| Extent: | 1 Online-Ressource (circa 33 Seiten) |
|---|---|
| Series: | FEP working papers. - Porto : Faculdade de Economia, Universidade do Porto, ISSN 0870-8541, ZDB-ID 2896116-X. - Vol. n. 603 (apr 2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011879147