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Bassie, 2012 - Google Patents

The performance and tracking ability of Exchange Traded Funds

Bassie, 2012

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Document ID
13610264662614624050
Author
Bassie L
Publication year
Publication venue
(Master Thesis)

External Links

Snippet

This study investigates the determinants of the tracking error of European ETFs. It also documents which variables influence the deviations of the prices of ETFs from their net asset value. By analysing 40 ETFs on the major European indices for the period 2007-2011, I …
Continue reading at arno.uvt.nl (PDF) (other versions)

Classifications

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