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An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values
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An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values (2012)An analysis of exchange traded notes trac…Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds (2010)Study on the tracking errors …Path-Dependence of Leveraged ETF Returns (2010)Path-Dependence of Leveraged …Exchange-traded funds, persistence in tracking errors and information dissemination (2010)Exchange-traded funds, persis…Exchange-traded funds in bullish and bearish markets (2010)Exchange-traded funds in bull…Exchange Traded Funds: Performance and Competition (2008)Exchange Traded Funds: Perfor…The performance and trading characteristics of exchange-traded funds (2006)The performance and trading c…Performance comparison between exchange-traded funds and closed-end country funds (2005)Performance comparison betwee…Access all areas (2005)Access all areasThe Benchmark Index ETF Performance Problem (2004)The Benchmark Index ETF Perfo…S&P 500 Indexers, Tracking Error, and Liquidity (2004)S&P 500 Indexers, Tracking Er…Portfolio Optimization with Tracking-Error Constraints (2003)Portfolio Optimization with T…Index Mutual Funds and Exchange-Traded Funds (2003)Index Mutual Funds and Exchan…Tracking S&P 500 Index Funds (2001)Tracking S&P 500 Index FundsDiscovering Errors in Tracking Error (1994)Discovering Errors in Trackin…A Mean/Variance Analysis of Tracking Error (1992)A Mean/Variance Analysis of T…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…An Analytic Derivation of the Efficient Portfolio Frontier (1972)The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? (1989)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Optimal Decentralized Investment Management (2006)Optimization Methods in Finance (2006)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)On Persistence in Mutual Fund Performance (1997)From performativity to political economy: index investing, ETFs and asset manager capitalism (2015)The Behavior of Stock-Market Prices (1965)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds (2012)ICT Technologies and Financial Innovations: The Case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States (2014)Measuring the dynamics of global business cycle connectedness (2015)AN INVESTOR EXPECTATIONS STOCK PRICE PREDICTIVE MODEL USING CLOSED‐END FUND PREMIUMS (1973)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Exchange-Traded Funds: A New Investment Option for Taxable Investors (2002)Country-specific ETFs: An efficient approach to global asset allocation (2007)Exchange Traded Funds: History, Trading, and Research (2008)Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs (2014)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS1 (1994)An evolutionary heuristic for the index tracking problem (2003)Factor based index tracking (2005)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation for Autoregressive Processes with Unit Roots (1979)Testing for a Unit Root in Time Series Regression (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Mutual Fund Performance (1966)Hedging index exchange traded funds (2007)Predictable patterns in ETFs' return and tracking error (2011)Theory of constant proportion portfolio insurance (1992)The Dynamics of Leveraged and Inverse Exchange-Traded Funds (2009)The pricing and performance of leveraged exchange-traded funds (2010)Understanding the risk of leveraged ETFs (2010)Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds (2013)Handbook of Financial Engineering (2008)Rational herding in financial economics (1996)Herd Behavior in Financial Markets (2000)
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References

  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1992A Mean/Variance Analysis of Tracking Error747 cited
  • 2003Portfolio Optimization with Tracking-Error Constraints246 cited
  • 2001Tracking S&P 500 Index Funds201 cited
  • 2010Path-Dependence of Leveraged ETF Returns177 cited
  • 2010Exchange-traded funds, persistence in tracking errors and information dissemination161 cited
  • 1994Discovering Errors in Tracking Error145 cited
  • 2003Index Mutual Funds and Exchange-Traded Funds137 cited
  • 2004The Benchmark Index ETF Performance Problem120 cited
  • 2005Performance comparison between exchange-traded funds and closed-end country funds106 cited
  • 2004S&P 500 Indexers, Tracking Error, and Liquidity86 cited
  • 2010Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds71 cited
  • 2008Exchange Traded Funds: Performance and Competition61 cited
  • 2006The performance and trading characteristics of exchange-traded funds55 cited
  • 2005Access all areas47 cited
  • 2010Exchange-traded funds in bullish and bearish markets

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