Outperformance in exchange-traded fund pricing deviations : generalized control of data snooping bias
Fearghal Kearney; Mark Cummins; Finbarr Murphy
| Year of publication: |
2014
|
|---|---|
| Authors: | Kearney, Fearghal ; Cummins, Mark ; Murphy, Finbarr |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 19.2014, p. 86-109
|
| Subject: | Exchange-traded fund | ETF performance | Multiple hypothesis testing | Data snooping bias | Indexderivat | Index derivative | Systematischer Fehler | Bias | Investmentfonds | Investment Fund | Statistischer Test | Statistical test | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442416