Predictable patterns in ETFs' return and tracking error
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References listed on IDEAS
- Brown, Stephen J & Goetzmann, William N, 1995. " Performance Persistence," Journal of Finance, American Finance Association, vol. 50(2), pages 679-698, June.
- Blake, Christopher R. & Morey, Matthew R., 2000. "Morningstar Ratings and Mutual Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 451-483, September.
- Edwin J. Elton, 2002. "Spiders: Where Are the Bugs?," The Journal of Business, University of Chicago Press, vol. 75(3), pages 453-472, July.
- Elton, Edwin J & Gruber, Martin J & Blake, Christopher R, 1996. "The Persistence of Risk-Adjusted Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 69(2), pages 133-157, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Farouk, Faizal & Masih, Mansur, 2016.
"Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity,"
Research in International Business and Finance,
Elsevier, vol. 38(C), pages 360-375.
- Farouk, Faizal & Masih, Mansur, 2014. "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper 58869, University Library of Munich, Germany.
- repec:spt:apfiba:v:7:y:2017:i:4:f:7_4_2 is not listed on IDEAS
- Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2014. "Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias," Journal of Financial Markets, Elsevier, vol. 19(C), pages 86-109.
More about this item
KeywordsInvestment funds; Stock exchanges; Return on investment;
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