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Dual offerings of ETFs on the same stock index : US vs. Swiss ETFs
Milonas, Nikolaos T.; Rompotis, Gerasimos G. - In: The journal of alternative investments 12 (2009/10) 4, pp. 97-113
Persistent link: https://www.econbiz.de/10003974204
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Does intervalling effect affect ETFs?
Milonas, Nikolaos T.; Rompotis, Gerasimos G. - In: Managerial finance 39 (2013) 9, pp. 863-882
Persistent link: https://www.econbiz.de/10009780537
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Does intervalling effect affect ETFs?
Milonas, Nikolaos T.; Rompotis, Gerasimos G. - In: Managerial Finance 39 (2013), pp. 863-882
Purpose – This paper aims to investigate the intervalling effect bias in ETFs' systematic risk expressed by beta. The authors' findings reveal the existence of a significant intervalling effect on ETFs' beta obtained by the ordinary least squares method (OLS). Also investigated is the impact...
Persistent link: https://www.econbiz.de/10010814828
Cover Image
Does intervalling effect affect ETFs?
Milonas, Nikolaos T.; Rompotis, Gerasimos G. - In: Managerial finance 39 (2013) 9, pp. 863-882
Persistent link: https://www.econbiz.de/10010151895
Cover Image
Does intervalling effect affect ETFs?
Milonas, Nikolaos T.; Rompotis, Gerasimos G. - In: Managerial Finance 39 (2013) 9, pp. 863-882
Purpose – This paper aims to investigate the intervalling effect bias in ETFs' systematic risk expressed by beta. The authors' findings reveal the existence of a significant intervalling effect on ETFs' beta obtained by the ordinary least squares method (OLS). Also investigated is the impact...
Persistent link: https://www.econbiz.de/10014941117