Searching for seasonal patterns in exchange traded funds' trading characteristics
Year of publication: |
2010
|
---|---|
Authors: | Rompotis, Gerasimos G. |
Published in: |
American Journal of Finance and Accounting. - Inderscience Enterprises Ltd, ISSN 1752-7767. - Vol. 2.2010, 2, p. 155-180
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | ETFs | exchange traded funds | seasonality | ETF performance | return | tracking error | volume | risk | seasonal patterns |
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