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Discovering Errors in Tracking Error

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References

1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited

Cited by

1994THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS1116 cited
2005Factor based index tracking95 cited
2007Index tracking with constrained portfolios95 cited
2006Index Changes and Losses to Index Fund Investors87 cited
2010Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds71 cited
2015Measuring the dynamics of global business cycle connectedness71 cited
2011Carbon reporting: does it matter?70 cited
2015On detecting end-of-sample instabilities69 cited
2006The performance and trading characteristics of exchange-traded funds55 cited
2020A Review of the Performance Measurement of Long-Term Mutual Funds47 cited
2012European Bond ETFs - Tracking Errors and the Sovereign Debt Crisis46 cited
2009Interfamily competition on index tracking: The case of the vanguard ETFs and index funds45 cited
2013Recent developments in exchange‐traded fund literature44 cited
2003Tracking Error and Active Portfolio Management

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42 cited

2015A state-dependent model for inflation forecasting39 cited

2015The Ins and Outs of Index Tracking39 cited