Exchange-traded funds, persistence in tracking errors and information dissemination
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More about this item
Keywords
G12 G14 G15 Exchange-traded funds Tracking errors Persistence;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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