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Keywords: Pricing deviation
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Journal Articles
International Journal of Managerial Finance (2015) 11 (4): 438–450.
Published: 07 September 2015
...Stoyu I. Ivanov Purpose – The purpose of this paper is to find if erosion of value exists in grantor trust structured exchange traded funds. The author examines the performance of six currency exchange traded funds’ tracking errors and pricing deviations on intradaily-one-minute interval basis...
