Corrections in the US Equity Indexes and Sector Exchange-Traded Funds

Anatoly B. Schmidt

doi:10.3905/jii.2020.1.082

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Corrections in the US Equity Indexes and Sector Exchange-Traded Funds

Anatoly B. Schmidt

The Journal of Beta Investment Strategies Spring 2020, jii.2020.1.082; DOI: https://doi.org/10.3905/jii.2020.1.082

Anatoly B. Schmidt

is a lead research scientist with Kensho Technologies in New York, NY, and adjunct professor in the Financial Risk and Engineering Department, New York University School of Engineering in Brooklyn, NY;

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The Journal of Beta Investment Strategies

Vol. 13, Issue 4

Winter 2022

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Corrections in the US Equity Indexes and Sector Exchange-Traded Funds