Paper profits or real money? : trading costs and stock market anomalies in country ETFs
Year of publication: |
2018
|
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Authors: | Zaremba, Adam ; Andreu, Laura |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 56.2018, p. 181-192
|
Subject: | Country equity indices | Cross-section of returns | Equity anomalies | Exchange traded funds | International investment | Quantitative strategies | Return predictability | Trading costs | Kapitaleinkommen | Capital income | Indexderivat | Index derivative | Schätzung | Estimation | Welt | World | Transaktionskosten | Transaction costs | Aktienmarkt | Stock market | Börsenkurs | Share price |
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