Spiders: Where Are the Bugs?

Edwin J. Elton, Martin J. Gruber, George Comer and Kai Li
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Edwin J. Elton: New York University, USA
Martin J. Gruber: New York University, USA
George Comer: Georgetown University, USA
Kai Li: New York University, USA

Chapter 12 in Investments and Portfolio Performance, 2010, pp 235-254 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionPerformance of SpidersOverall Return on SpidersDeviations of Price from NAVComparison with Alternative VehiclesCreation/DeletionDeterminants of VolumeConclusionReferences

Keywords: Investments; Portfolio Management; Bond Pricing; Pension Funds; Estimating Taxes (search for similar items in EconPapers)
Date: 2010
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