On the dynamics of tracking indices by exchange traded funds in the presence of high volatility
Year of publication: |
2012
|
---|---|
Authors: | Qadan, Mahmod ; Yagil, Joseph |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 38.2012, September, 9, p. 804-832
|
Publisher: |
Emerald Group Publishing |
Subject: | Closed-end funds | Co-integration | Exchange traded funds | Returns | Securities | Stock indices | United States of America | Volatility |
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