Excess return and tracking errors of Chinese ETFs
Dongmei Hu, Hengyue Liang, Zhiqi Yuan
| Year of publication: |
2024
|
|---|---|
| Authors: | Hu, Dongmei ; Liang, Hengyue ; Yuan, Zhiqi |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 1, Art.-No. 105858, p. 1-13
|
| Subject: | Delisted fund | Excess return | Exchange-traded funds | Tracking errors | Kapitaleinkommen | Capital income | Indexderivat | Index derivative | China | Investmentfonds | Investment Fund | Aktienindex | Stock index | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105858 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015061806