Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias-Reference-Cited by-同舟云学术

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Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias

Published:2014-06 Issue: Volume:19 Page:86-109
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Kearney Fearghal,Cummins Mark,Murphy Finbarr

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference33 articles.

1. Arbitrage, liquidity, and the valuation of exchange traded funds;Ackert;Financial Markets & Institutions Instruments,2008

2. Hedging index exchange traded funds;Alexander;Journal of Banking & Finance,2008

3. Technical trading revisited;Bajgrowicz;Journal of Financial Economics,2012

4. False discoveries in mutual fund performance;Barras;Journal of Finance,2010

5. Criton, G., Scaillet, O., 2011. Time-Varying Analysis in Risk and Hedge Fund Performance: How Forecast Ability Increases Estimated Alpha.

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Trading the foreign exchange market with technical analysis and Bayesian Statistics;Journal of Empirical Finance;2021-09

2. Net asset value discounts and premiums in the maritime shipping industry;European Financial Management;2021-05-24

3. Asset allocation strategies, data snooping, and the 1 / N rule;Journal of Banking & Finance;2018-12

4. Ultra-high-frequency lead–lag relationship and information arrival;Quantitative Finance;2018-01-23

5. Introduction;Indices, Index Funds And ETFs;2018

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