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On the premiums of iShares · Study

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ArticleOn the premiums of iShares

Natalya Delcoure2006

Article2006

On the premiums of iShares

Natalya Delcoure · Maosen Zhong

75 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1936The General Theory of Employment, Interest and Money.1936The General Theory of Employment, Interest and Money.1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1990Noise Trader Risk in Financial Markets 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes 1995Multivariate Simultaneous Generalized ARCH 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1

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2009Price volatility and tracking ability of ETFs 2012Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading 2010Exchange-traded funds in bullish and bearish markets 2009Tracking errors of exchange traded funds 2013Recent developments in exchange‐traded fund literature 2015

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Year2006

Typearticle

Published2006-09-02

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations75

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2005.12.004

openalex_workW2016180370

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