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강석규(2007). 한국주식시장의 가격발견에 관한 연구: KODEX200,KOSPI200과 KOSPI200선물, 선물연구, 17(30), 67-97 |
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김해경․이명숙(2005). 시계열분석,경문사. |
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이재하․홍장표(2004). 상장지수펀드(ETF) 차익거래전략, 증권학회지, 33(3), 49-93 |
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4 |
Tracking Errors of ETFs that track KOSPI200
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5 |
Article : Price Efficiency of Exchange-Traded Funds in Korea  |
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6 |
Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets  |
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7 |
Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs  |
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8 |
Co-Integration and Error Correction: Representation, Estimation, and Testing  |
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9 |
Elton, E. J., Gruber, M. J., Comer, G. and Li, K.(2002) Where Are the Bugs?, Journal of Business, 75(3), 453-472 |
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10 |
Gallagher, D. R. and Segara, R.(2005) The Performance and Trading Characteristics of Exchange-Traded Funds, Working Paper , University of New South Wales. |
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11 |
Gastineau, G. L.(2004) The Benchmark Index ETF Performance Problem, Journal Portfolio Management, 30(2), 96-1003 |
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12 |
Shin, S. and Soydemir, G.(2010) Exchange-Traded Funds, Persistence in Tracking Errors and Information Dissermination, Journal of Multinational Financial Management, 20(4-5), 214-234. |
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13 |
Price discovery in the hang seng index markets: Index, futures, and the tracker fund  |
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