Tracking errors and their determinants : evidence from Japan-listed exchange-traded funds
Patrick Kuok-Kun Chu, Dan Xu
| Year of publication: |
2021
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|---|---|
| Authors: | Chu, Patrick Kuok-Kun ; Xu, Dan |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 15.2021, 1, p. 67-96
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| Subject: | exchange-traded fund | tracking error | panel regression model | fixed-effects estimation | Indexderivat | Index derivative | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5750/jpm.v15i1.1851 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803531