Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- António Afonso & Pedro Cardoso, 2017. "Exchange-traded Funds as an Alternative Investment Option: a Case Study," Working Papers REM 2017/22, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- repec:eee:ecofin:v:42:y:2017:i:c:p:250-265 is not listed on IDEAS
More about this item
KeywordsExchange-traded fund; ETF performance; Multiple hypothesis testing; Data snooping bias;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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