Excess return and tracking errors of Chinese ETFs
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DOI: 10.1016/j.frl.2024.105858
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More about this item
Keywords
Exchange-traded funds; Tracking errors; Excess return; Delisted fund;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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