Indexing and stock market serial dependence around the world
Guido Baltussen, Sjoerd van Bekkum, Zhi Da
| Year of publication: |
2019
|
|---|---|
| Authors: | Baltussen, Guido ; Bekkum, Sjoerd van ; Da, Zhi |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 132.2019, 1, p. 26-48
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| Subject: | Return autocorrelation | Stock market indexing | Exchange-traded funds (ETFs) | Arbitrage | Indexderivat | Index derivative | Aktienindex | Stock index | Börsenkurs | Share price | Aktienmarkt | Stock market | Welt | World | Kapitaleinkommen | Capital income | Schätzung | Estimation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.07.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134770