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TRACKING ERRORS AND THEIR DETERMINANTS: EVIDENCE FROM JAPAN-LISTED EXCHANGE-TRADED FUNDS Journal article
Chu, Patrick Kuok Kun, Xu, Dan. TRACKING ERRORS AND THEIR DETERMINANTS: EVIDENCE FROM JAPAN-LISTED EXCHANGE-TRADED FUNDS[J]. Journal of Prediction Markets, 2021, 15(1), 67-96.
Authors:  Chu, Patrick Kuok Kun;  Xu, Dan
Adobe PDF | Favorite |  | Submit date：2022/06/14
Exchange-traded Fund  Tracking Error  Panel Regression Model  Fixed-effects Estimation  
Who is King in Factor Zoo? Case of the Chinese Stock Market Journal article
Simon M. S. So, Eunice Z. Y. Bu. Who is King in Factor Zoo? Case of the Chinese Stock Market[J]. Journal of Prediction Markets, 2020, 14(2), 77-101.
Authors:  Simon M. S. So;  Eunice Z. Y. Bu
Favorite |  | Submit date：2022/08/30
Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges Journal article
Chu, Patrick Kuok-Kun. Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges[J]. Journal of Prediction Markets, 2020, 13(2), 45-62.
Authors:  Chu, Patrick Kuok-Kun
Adobe PDF | Favorite |  | Submit date：2022/06/14
Exchange Traded Fund  Ar-garch  Hong Kong Stock Exchange  Nonlinearity  Chaotic Behavior  Time Series