논문상세정보
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- 저자 김세완 김영민 김경록
- 제어번호 105963657
- 학술지명 금융연구
- 권호사항 Vol. 32 No. 4 [ 2018 ]
- 발행처 한국금융학회
- 발행처 URL http://www.kmfa.or.kr
- 자료유형 학술저널
- 수록면 151-178
- 언어 Korean
- 출판년도 2018
- 등재정보 KCI등재
- 판매처
유사주제 논문( 0)
' ETF 괴리율 결정요인은 유형별로 상이한가?: 국내 ETF 시장의 실증 분석' 의 참고문헌
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한국 상장지수펀드(ETF)의 가격효율성허창수 [2012]
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상장지수펀드를 이용한 차익거래 수익성에 관한 연구강석규 [2013]
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Who Mimics Whom in the Equity Fund Market?: Evidence from the Korean Equity Fund MarketKim, S. W. [2014]
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Where does Return and Volatility come from? The Case of Asian ETFsGutierrez, J. A. [2009]
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The Tracking Error and Premium/Discount of Taiwan’s First Exchange Traded FundLin, A. [2006]
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The Pricing and Performance of Leveraged Exchange-Traded FundsCharupat, N. [2011]
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Statistical Properties of Generalized Method of Moments Estimates of Structural Parameters Using Financial Market DataTauchen, G. [1986]
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Standard and Poor’s Depository Receipts and the Performance of the S&P500 Index Futures MarketSwitzer, L. N. [2000]
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Spiders: Where are the bugs?Elton, E. [2002]
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Solving the Return Deviation Conundrum of Leveraged Exchange-Traded FundsTang, H. [2013]
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Large sample properties of generalized method of moments estimatorsHansen, L. [1982]
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Investor Sentiment and Feedback Trading : Evidence from the Exchange-Traded Fund MarketsChau, F. [2011]
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Index Participation Units and the Performance of Index Futures Markets: Evidence from the Toronto 35 Index Participation Units MarketPark, T. H. [1995]
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How to Do xtabond2: An Introduction to ‘Difference’ and ‘System’ Gmm in Stata
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Exchange-Traded Funds, Persistence in Tracking Errors and Information DisseminationShin, S. [2010]
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Estimating Dynamic Panel data models: a guide for macroeconomistsJudson, R. A. [1999]
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Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel DataWhited, T. [1992]
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Arbitrage, Liquidity, and the Valuation of Exchange Traded FundsAckert, L. [2008]