Return-enhancing strategies with international ETFs : exploiting the turn-of-the-month effect
Haiwei Chen, Sang Heon Shin, Xu Sun
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Haiwei ; Shin, Sang Heon ; Sun, Xu |
| Published in: |
Financial services review : the journal of individual financial management. - Athens, Ohio : Academy of Financial Services, ISSN 1873-5673, ZDB-ID 1130453-4. - Vol. 24.2015, 3, p. 271-288
|
| Subject: | ETF | International equity | Turn-of-the-month | Return | Risk | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Kalendereffekt | Calendar effect |
| 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/10011392057