{"id":"https://openalex.org/W2010653379","doi":"https://doi.org/10.1080/09603107.2012.684787","title":"An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values","display_name":"An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values","publication_year":2012,"publication_date":"2012-06-21","ids":{"openalex":"https://openalex.org/W2010653379","doi":"https://doi.org/10.1080/09603107.2012.684787","mag":"2010653379"},"language":"en","primary_location":{"id":"doi:10.1080/09603107.2012.684787","doi":"https://doi.org/10.1080/09603107.2012.684787","is_oa":false,"landing_page_url":"https://doi.org/10.1080/09603107.2012.684787","pdf_url":null,"source":{"id":"https://openalex.org/S35128040","display_name":"Applied Financial Economics","issn_l":"0960-3107","issn":["0960-3107","1466-4305"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1"],"host_organization":"https://openalex.org/P4310321043","host_organization_name":"Chapman and Hall London","host_organization_lineage":["https://openalex.org/P4310321043","https://openalex.org/P4310320584"],"host_organization_lineage_names":["Chapman and Hall London","CRC Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Financial Economics","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076375683","display_name":"Rajarshi Aroskar","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I124727415","display_name":"University of Wisconsin\u2013Eau Claire","ror":"https://ror.org/03mnm0t94","country_code":"US","type":"education","lineage":["https://openalex.org/I124727415"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Rajarshi Aroskar","raw_affiliation_strings":["a Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA","Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"a Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA","institution_ids":["https://openalex.org/I124727415"]},{"raw_affiliation_string":"Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA","institution_ids":["https://openalex.org/I124727415"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5007977832","display_name":"Willaim A. Ogden","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I124727415","display_name":"University of Wisconsin\u2013Eau Claire","ror":"https://ror.org/03mnm0t94","country_code":"US","type":"education","lineage":["https://openalex.org/I124727415"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Willaim A. Ogden","raw_affiliation_strings":["a Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA","Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"a Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA","institution_ids":["https://openalex.org/I124727415"]},{"raw_affiliation_string":"Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA","institution_ids":["https://openalex.org/I124727415"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5076375683"],"corresponding_institution_ids":["https://openalex.org/I124727415"],"apc_list":null,"apc_paid":null,"fwci":2.5323,"has_fulltext":false,"cited_by_count":21,"citation_normalized_percentile":{"value":0.90932576,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"22","issue":"24","first_page":"2047","last_page":"2062"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0020000000949949026,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.001500000013038516,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-traded-notes","display_name":"exchange-traded notes","score":0.9900000095367432},{"id":"https://openalex.org/keywords/tracking-error","display_name":"tracking error","score":0.9660000205039978},{"id":"https://openalex.org/keywords/index-tracking","display_name":"index tracking","score":0.6470000147819519},{"id":"https://openalex.org/keywords/composite-index","display_name":"composite index","score":0.40299999713897705}],"concepts":[{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.7208795547485352},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6673585176467896},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6620225310325623},{"id":"https://openalex.org/C2775936607","wikidata":"https://www.wikidata.org/wiki/Q466845","display_name":"Tracking (education)","level":2,"score":0.6284862160682678},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6058266162872314},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.60532546043396},{"id":"https://openalex.org/C2778098375","wikidata":"https://www.wikidata.org/wiki/Q19596433","display_name":"Composite index","level":3,"score":0.5506371259689331},{"id":"https://openalex.org/C2776667075","wikidata":"https://www.wikidata.org/wiki/Q2922469","display_name":"Commodity market","level":2,"score":0.5324528813362122},{"id":"https://openalex.org/C89992363","wikidata":"https://www.wikidata.org/wiki/Q5961558","display_name":"Track (disk drive)","level":2,"score":0.4370269775390625},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3436017632484436},{"id":"https://openalex.org/C2992405062","wikidata":"https://www.wikidata.org/wiki/Q18208028","display_name":"Composite indicator","level":2,"score":0.263099730014801},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.24634775519371033},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.24388712644577026},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08828294277191162},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.05674386024475098},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C19417346","wikidata":"https://www.wikidata.org/wiki/Q7922","display_name":"Pedagogy","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/09603107.2012.684787","doi":"https://doi.org/10.1080/09603107.2012.684787","is_oa":false,"landing_page_url":"https://doi.org/10.1080/09603107.2012.684787","pdf_url":null,"source":{"id":"https://openalex.org/S35128040","display_name":"Applied Financial Economics","issn_l":"0960-3107","issn":["0960-3107","1466-4305"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1"],"host_organization":"https://openalex.org/P4310321043","host_organization_name":"Chapman and Hall London","host_organization_lineage":["https://openalex.org/P4310321043","https://openalex.org/P4310320584"],"host_organization_lineage_names":["Chapman and Hall London","CRC Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Financial Economics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:apfiec:v:22:y:2012:i:24:p:2047-2062","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1080/09603107.2012.684787","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W1965070303","https://openalex.org/W1971776693","https://openalex.org/W1979467573","https://openalex.org/W2000466963","https://openalex.org/W2004265783","https://openalex.org/W2006182495","https://openalex.org/W2035639138","https://openalex.org/W2049134543","https://openalex.org/W2067154836","https://openalex.org/W2069838032","https://openalex.org/W2077435815","https://openalex.org/W2079615115","https://openalex.org/W2079754204","https://openalex.org/W2117922789","https://openalex.org/W2134168066","https://openalex.org/W2176146775","https://openalex.org/W2203119275","https://openalex.org/W2252557262","https://openalex.org/W2322027174","https://openalex.org/W2576919616","https://openalex.org/W3121484312","https://openalex.org/W3121744318","https://openalex.org/W3122642624","https://openalex.org/W3125985460","https://openalex.org/W4237226556"],"related_works":["https://openalex.org/W4381094783","https://openalex.org/W2492475143","https://openalex.org/W4293032678","https://openalex.org/W2074680849","https://openalex.org/W2787649748","https://openalex.org/W2157290425","https://openalex.org/W3125486541","https://openalex.org/W7056526629","https://openalex.org/W2489584925","https://openalex.org/W7047107416"],"abstract_inverted_index":{"This":[0,30],"study":[1],"employs":[2],"five":[3],"commonly":[4],"used":[5],"methods":[6],"to":[7],"estimate":[8],"tracking":[9,26],"errors":[10],"between":[11],"iPath":[12],"Exchange":[13],"Traded":[14],"Notes":[15],"(ETNs)":[16],"and":[17,51],"their":[18,27,58],"respective":[19,28],"indexes.":[20,29],"Commodity":[21],"ETNs":[22,54],"perform":[23],"well":[24],"in":[25],"performance":[31],"is":[32],"not":[33,56],"dependent":[34],"on":[35],"whether":[36],"the":[37],"ETN":[38],"tracks":[39],"a":[40,44,47],"single":[41],"commodity":[42],"index,":[43],"sector":[45],"or":[46],"composite":[48],"index.":[49],"Currency":[50],"emerging":[52],"market":[53],"do":[55],"track":[57],"underlying":[59],"indexes":[60],"nearly":[61],"as":[62],"well.":[63]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2013,"cited_by_count":2}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}