The Performance and Pricing Efficiency of China ETFs
In this paper, we examine the performance, pricing efficiency and the tracking ability of twenty five exchange-traded funds (ETFs) listed in both Shenzhen and Shanghai Stock Exchange during the period of Jun – 2011 and Jun – 2012. We used three performance measures: the raw return, the Sharpe ration...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/26185/ |