Rompotis, Gerasimos G. - In: Studies in Economics and Finance 28 (2011) March, pp. 14-35
Purpose – The purpose of this paper is to assess whether exchange-traded funds (ETFs) can beat the market, as it is expressed by the Standard and Poor (S&P) 500 Index, examine the outperformance persistence, calculate tracking error, assess the tracking error persistence, investigate the...
