Measuring Performance of Exchange Traded Funds
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- F. Riva & A. Calamia & L. Deville, 2013.
"Liquidity in European equity ETFs: What really matters?,"
- Laurent Deville & A. Calamia & Fabrice Riva, 2013. "Liquidity in European Equity ETFs: What Really Matters?," Post-Print halshs-00861646, HAL.
- Anna Calamia & Laurent Deville & Fabrice Riva, 2013. "Liquidity in European Equity ETFs: What Really Matters?," GREDEG Working Papers 2013-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
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- repec:mup:actaun:actaun_2018066051357 is not listed on IDEAS
- Christophe Hurlin & Gregoire Iseli & Christophe Pérignon & Stanley Yeung, 2014. "The Counterparty Risk Exposure of ETF Investors," Working Papers halshs-01023807, HAL.
More about this item
KeywordsPassive management; index fund; ETF; information ratio; tracking error; liquidity; spread; value-at-risk;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-02-16 (All new papers)
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