ETP tracking of U.S. agricultural and energy markets-Reference-Cited by-同舟云学术

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ETP tracking of U.S. agricultural and energy markets

Published:2023-09 Issue: Volume:31 Page:100344
ISSN:2405-8513
Container-title:Journal of Commodity Markets
language:en
Short-container-title:Journal of Commodity Markets

Author:

Stewart Shamar L.^ORCID,Massa Olga Isengildina^ORCID,Hassman Colburn,Leon Maximo de^ORCID

Funder

USDA

National Institute of Food and Agriculture

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. Price volatility and tracking ability of ETFs;Aber;J. Asset Manage.,2009

2. An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values;Aroskar;Appl. Financial Econ.,2012

3. Evaluating the performance of global emerging markets equity exchange-traded funds;Blitz;Emerg. Mark. Rev,2012

4. Market statistics and technical analysis: The role of volume;Blume;J. Finance,1994

5. A conditionally heteroskedastic time series model for speculative prices and rates of return;Bollerslev;Rev. Econ. Stat.,1987

Cited by 1 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. Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs;Journal of International Financial Markets, Institutions and Money;2023-12

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