Tracking error of exchange-traded funds: Evidence from the UK
This paper is mainly concerned with the tracking accuracy of Exchange Traded Funds (ETFs) listed on the London Stock Exchange (LSE) but also evaluates their performance and pricing efficiency. The findings show that ETFs offer virtually the same return but exhibit higher volatility than their benchm...
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/10362/15416 |
| Country: | Portugal |
| Oai: | oai:run.unl.pt:10362/15416 |