Do exchange-traded funds listed on Warsaw Stock Exchange well replicate performance of indices? (Czy fundusze ETF notowane na GPW w Warszawie dobrze odwzorowuja wyniki indeksow?)
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- Blitz, David & Huij, Joop, 2012. "Evaluating the performance of global emerging markets equity exchange-traded funds," Emerging Markets Review, Elsevier, vol. 13(2), pages 149-158.
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Keywords
exchange-traded fund; tracking error; tracking difference;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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