Predictable patterns in ETFs' return and tracking error
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DOI: 10.1108/10867371111110534
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- Huyen Phuong Do & Bich Ngoc Do & Tra My Nguyen & Thinh Vu Duy, 2021. "Arbitrage with Exchange-traded Funds: A Case of E1VFVN30 Based on Intraday Data," Economic Research Guardian, Mutascu Publishing, vol. 11(1), pages 130-143, June.
- Farouk, Faizal & Masih, Mansur, 2016.
"Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity,"
Research in International Business and Finance, Elsevier, vol. 38(C), pages 360-375.
- Farouk, Faizal & Masih, Mansur, 2014. "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper 58869, University Library of Munich, Germany.
- António Afonso & Pedro Cardoso, 2017. "Exchange-traded Funds as an Alternative Investment Option: a Case Study," Working Papers REM 2017/22, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- John Francis Diaz & Jo-Hui Chen, 2017. "Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(4), pages 1-2.
- Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2014. "Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias," Journal of Financial Markets, Elsevier, vol. 19(C), pages 86-109.
- La Monaca, Sarah & Assereto, Martina & Byrne, Julie, 2018. "Clean energy investing in public capital markets: Portfolio benefits of yieldcos," Energy Policy, Elsevier, vol. 121(C), pages 383-393.
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Keywords
Investment funds; Stock exchanges; Return on investment;All these keywords.
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