A case study in tracking error and capital flow in Taiwan’s ETF
碩士 === 國立政治大學 === 金融學系 === 107 === This paper estimates tracking error in exchange traded fund(ETF) listed on the stock exchange in Taiwan. The results show that the monthly ETF returns underperform the benchmark index returns due to ETF management fees and transaction costs. Consider average monthl...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/jun96d |