The Performance and Pricing Efficiency of China ETFs

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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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Bibliographic Details
Main Author:	Tsui, King Lun
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/26185/

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