Effect of COVID-19 on ETF and index efficiency: evidence from an entropy-based analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
https://link.springer.com/content/pdf/10.1007/s12197-021-09566-4.pdf
Reference23 articles.
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3. Blitz D, Huij J, Swinkels L (2012) The performance of european index funds and exchange-traded funds. European Financial Management 18(4):649–662. https://doi.org/10.1111/j.1468-036X.2010.00550.x
4. Bouchey P, Brunel JL, Li T (2016) The role of ETFs in active tax management. The Journal of Wealth Management 19(3):75–86. https://doi.org/10.3905/jwm.2016.19.3.075
5. Caporale GM, Gil-Alana LA, Martin-Valmayor M (2020) Persistence in the market risk premium: evidence across countries. J Econo Finan: 1–15. https://doi.org/10.1007/s12197-020-09519-3
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