인용/피인용
인버스 ETF의 추적오차와 가격괴리율
이상원
2018년
' 인버스 ETF의 추적오차와 가격괴리율' 의 참고문헌
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상품 ETF의 가격 효율성과 성과평가에 관한 연구이상원 [2016]
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레버리지 ETF의 가격 및 성과 분석이상원 [2013]
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The market liquidity of DIAMONDS, Q’s, and their underlying stocksHedge, S. P. [2004]
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The Pricing and Performance of leveraged Exchange-Traded FundsCharupat, N. [2012]
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The Exchage-Traded Funds, Persistence in Tracking Errors and Information DisseminationShin, S. [2010]
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Spiders: Where are the bugs?Elton, E. [2002]
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Premiums-discounts and exchange traded fundsEngle, R.F. [2006]
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On the dynamics of tracking indices by exchange traded funds in the presence of high volatilityQudan, M [2012]
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Long term performance of leveraged ETFsLu, L. [2012]
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Liquidity and risk sharing benefits from ten introduction of an ETFDe Winne, R. J. [2011]
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KRX ETF-ETN Monthly, 2017-10월호(제76호)
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KOSPI200 추적 ETF의 추적오차정재만 [2012]
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Index design and implications for index trackingFrino, A. [2004]
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Evaluating the performance of global emerging markets equity exchange-traded fundsBlitz, D. [2012]
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Evaluating the performance and the trading characteristics of iShaesRompotis, G. G. [2006]
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Discovering Errors in Tracking ErrorPope, P. [1994]
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Basket securities, price formation and informational efficiencyYu, L. [2005]
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Arbitrage and valuation in the market for Standard and Poor’s Depositary ReceiptsAckert, L.F. [2000]