Price volatility and tracking ability of ETFs-Reference-Cited by-同舟云学术

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Price volatility and tracking ability of ETFs

Published:2009-09-22 Issue:4 Volume:10 Page:210-221
ISSN:1470-8272
Container-title:Journal of Asset Management
language:en
Short-container-title:J Asset Manag

Author:

Aber Jack W,Li Dan,Can Luc

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Link

http://link.springer.com/content/pdf/10.1057/jam.2009.13.pdf

Reference21 articles.

1. Agapova, A. (2006) Innovations in Financial Products. Conventional Mutual Funds Versus Exchange Traded Funds. Florida Atlantic University Working Paper.

2. Delcoure, N. and Zhong, M. (2007) On the Premiums of iShares. Journal of Empirical Finance 14: 168–195.

3. Dellva, W. (2001) Exchange-traded funds not for everyone. Journal of Financial Planning 14: 110–124.

4. Doran, J.S., Boney, V. and Peterson, D.R. (2006) The effect of the spider exchange traded fund on the cash flow of funds of S&P index mutual funds. (28 April). http://ssrn.com/abstract=879777 .

5. Elton, E., Gruber, M., Comer, G. and Li,K. (2002) Spiders: Where are the bugs? Journal of Business 75 (3): 453–473.

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