Chu, 2013 - Google Patents
Tracking errors and their determinants: Evidence from Hong Kong exchange traded fundsChu, 2013
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- 10699996149925737159
- Author
- Chu P
- Publication year
- Publication venue
- Available at SSRN 2303600
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This paper extends the author's previous study on the magnitude of tracking error, which used panel data to find the determinants of tracking errors in exchange traded funds (ETFs) in the Hong Kong stock market. In general, the results of this study suggest that tracking …
- 230000000694 effects 0 description 11
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