Exchange-traded funds as an alternative investment option : a case study

We conduct an analysis of Exchange-traded Funds (ETFs), Index and Equity mutual funds and their respective benchmark during the 2010-2015 period for the Portuguese fund industry. For the period 2010-2017we test ETFs for price inefficiency (existence of deviations between prices and the Net Asset Val...

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Detalhes bibliográficos
Autor principal: Afonso, António (author)
Outros Autores: Cardoso, Pedro (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2018
Assuntos:
Texto completo:http://hdl.handle.net/10400.5/15999
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/15999