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Autor:
Osterhoff, Friedrich.
Publikováno v:
Download (PDF) via World Wide Web für Universität St. Gallen.
Bachelor-Arbeit Univ. St. Gallen, 2008.
Autor:
Osterhoff, Friedrich
Using data on German-listed equity ETFs and their underlying stocks, this thesis provides empirical evidence on key ETF-market interdependencies. First, it shows that underlying stock liquidity significantly affects ETF tracking error. Second, it fin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______518::293aa2070b7f09694adc83c24dd20a01
https://mediatum.ub.tum.de/1294067
https://mediatum.ub.tum.de/1294067
Publikováno v:
Managerial Finance; 2016, Vol. 42 Issue 5, p417-437, 21p