Title:

Exposition of Evidence for Idiosyncratic versus Induced Seasonality in ETF Performance

Authors:

Carlos Alves (U Porto)
Duarte A. Reis (U Porto)

Journal:

Applied Economics Letters

Year:

2020

Volume:

27

Number:

1

Pages:

14-18

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1080/13504851.2019.1606397