Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Kyounghun Bae, Daejin Kim
| Year of publication: |
2020
|
|---|---|
| Authors: | Bae, Kyounghun ; Kim, Daejin |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 138.2020, 1, p. 222-253
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| Subject: | Exchange-traded funds (ETFs) | Liquidity | Tracking errors | Volatility | Indexderivat | Index derivative | Volatilität | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Liquidität | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.02.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012631970