Exposition of evidence for idiosyncratic versus induced seasonality in ETF performance
Year of publication: |
2020
|
---|---|
Authors: | Alves, Carlos ; Reis, Duarte André de Castro |
Subject: | ETFs | Indices seasonality | performance seasonality | tracking error | Saisonale Schwankungen | Seasonal variations | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Saisonkomponente | Seasonal component | Aktienindex | Stock index | Börsenkurs | Share price |
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