Equity Indexing
Emerald Group Publishing Limited
Published on 5. May 2016
102 pages
978-1-78635-620-8 (ISBN)
Description
Five papers selected for this ebook demonstrate a diversity of research involving equity indexing. The first two papers examine issues related to ETFs. The third paper develops an equity indexing technique to form cointegration tracking portfolios. Finally, the last two papers use equity indexes to analyze comovements and financial integration of markets of different countries.
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Persons
Content
- Cover
- Editorial advisory board
- Guest editorial
- Determinants of tracking error in German ETFs - the role of market liquidity
- Leveraged ETF option strategies
- Cointegration-based trading:evidence on index tracking & market-neutral strategies
- Cyclical comovements of the world equity indexes
- Financial integration and diversification benefits: China and ASEAN4 countries
