Exposition of evidence for idiosyncratic versus induced seasonality in ETF performance
Year of publication: |
2020
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Authors: | Alves, Carlos ; Reis, Duarte André de Castro |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 1, p. 14-18
|
Subject: | ETFs | Indices seasonality | performance seasonality | tracking error | Indexderivat | Index derivative | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Saisonkomponente | Seasonal component | Börsenkurs | Share price | Aktienindex | Stock index |
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