On the public citation graph

Βetas Distribution and ETF Tracking Error

https://doi.org/10.2139/ssrn.5367041
0 signed · 15 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.ememar.2012.01.004openalex-extracted
Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds
inferredcites →https://doi.org/10.1016/j.jbankfin.2012.03.024openalex-extracted
Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
inferredcites →https://doi.org/10.1080/01621459.1980.10477507openalex-extracted
Estimation for Markowitz Efficient Portfolios
inferredcites →https://doi.org/10.1080/01621459.1991.10475128openalex-extracted
An Examination of the Time Series Properties of Beta in the Market Model
inferredcites →https://doi.org/10.1108/mf-04-2015-0105openalex-extracted
Determinants of tracking error in German ETFs – the role of market liquidity
inferredcites →https://doi.org/10.1111/j.1475-6803.1990.tb00632.xopenalex-extracted
IS THE DISTRIBUTION OF BETAS STATIONARY?
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.2517-6161.1969.tb00796.xopenalex-extracted
Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis
inferredcites →https://doi.org/10.1287/mnsc.9.2.277openalex-extracted
A Simplified Model for Portfolio Analysis
inferredcites →https://doi.org/10.2139/ssrn.1757740openalex-extracted
inferredcites →https://doi.org/10.2307/2330415openalex-extracted
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction
inferredcites →https://doi.org/10.2307/2977928openalex-extracted
inferredcites →https://doi.org/10.2307/2330525openalex-snapshot
Beta as a Random Coefficient
inferredcites →https://doi.org/10.67929/ecgi-law-414-2018openalex-snapshot
The New Titans of Wall Street: A Theoretical Framework for Passive Investors

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.3390/jrfm19010086openalex-snapshot
When Tracking Error Misleads: Risk Exposure Differences Between ETFs and Their Indices
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.