Label co-movement : component stock inclusion and exclusion between different exchange-traded funds
Year of publication: |
2018
|
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Authors: | Li, Chun-an ; Lee, Min-Ching ; Liu, Ju-Hua |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 12.2018, 1, p. 39-56
|
Subject: | Co-Movement | Label Effect | Exchange-Traded Funds | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Warenkennzeichnung | Product labelling | Aktienmarkt | Stock market |
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