Keywords: Currency ETF
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
International Journal of Managerial Finance (2015) 11 (4): 438–450.
Published: 07 September 2015
... deviations. The author uses a moving average model based on an Elton et al. (2002) to estimate if tracking error or pricing deviation are more relevant in ETF arbitrage and thus to investors. Findings – The author documents that the average intradaily tracking errors for the six currency ETFs...

or Create an Account

Close subscription notice
Close access options