Exposition of evidence for idiosyncratic versus induced seasonality in ETF performance
Carlos F. Alves and Duarte A. Reis
| Year of publication: |
2020
|
|---|---|
| Authors: | Alves, Carlos ; Reis, Duarte André de Castro |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 1, p. 14-18
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| Subject: | ETFs | Indices seasonality | performance seasonality | tracking error | Indexderivat | Index derivative | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Saisonkomponente | Seasonal component | Börsenkurs | Share price | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2019.1606397 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012205362