Discrete hierarchy of sizes and performances in the exchange-traded fund universe
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- Benjamin Vandermarliere & Jan Ryckebusch & Koen Schoors & Peter Cauwels & Didier Sornette, 2016. "Discrete hierarchy of sizes and performances in the exchange-traded fund universe," Papers 1608.08582, arXiv.org, revised Sep 2016.
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More about this item
KeywordsEconophysics; Exchange-traded funds (ETFs); Probability density function of ETF sizes; Discrete scale invariance; ETF size layers and performance measures;
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