Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Kang Hua Cao, Chi-Keung Woo, Ya Li and Yun Liu
| Year of publication: |
2022
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|---|---|
| Authors: | Cao, Kang Hua ; Woo, Chi-keung ; Li, Ya ; Liu, Yun |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 2, p. 123-128
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| Subject: | CAPM | Covid-19 | GMM estimation | J-test | stock ETFs | Coronavirus | Indexderivat | Index derivative | USA | United States | Momentenmethode | Method of moments | Betafaktor | Beta risk | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Börsenhandel | Stock exchange trading | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1859447 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803395