Performance Dynamics of International Exchange-Traded Funds
Asynchronous trading hours between the markets of Exchange-Traded Funds (ETFs) and their benchmarks not only make it difficult to apply a <i>full replication strategy</i> but also make the <i>creation/redemption process</i> ineffective and consequently distress the performanc...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-08-01
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| Series: | Journal of Risk and Financial Management |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1911-8074/13/8/169 |