@article{bbac5717528e4f2083c5a7dd720e3ade,
title = "Exchange Traded Funds, Size-based Portfolios, and Market Efficiency",
author = "Kadapakkam, {Palani Rajan} and Timothy Krause and Yiuman Tse",
note = "Palani-Rajan Kadapakkam Timothy Krause Yiuman Tse We examine the informational efficiency of size-based US exchange traded funds (ETFs) and comparable Center for Research in Security Prices portfolios. ETFs are better suited for market efficiency tests since they avoid potential asynchronous trading problems, and their negligible bid-ask spreads greatly diminish noise due to the bid-ask bounce.",
year = "2015",
month = jul,
day = "1",
doi = "10.1007/s11156-013-0429-x",
language = "American English",
volume = "45",
journal = "Review of Quantitative Finance and Accounting",
}