Zhanbing Xiao

University of British Columbia

PhD student

UBC, Vancouver

Vancouver, British Columbia

Canada

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Smart Beta, 'Smarter' Flows

Number of pages: 54 Posted: 03 May 2017 Last Revised: 01 Apr 2019
Jie Cao, Jason C. Hsu, Zhanbing Xiao and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Rayliant Global Advisors, University of British Columbia and The Chinese University of Hong Kong (CUHK) - CUHK Business School
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Abstract:

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Smart beta ETFs; financial innovation; asset pricing models; mutual fund flows; investor behavior