On the research of etf , because the development of etf in foreign country becomes mature , it is mainly about the positive analysis of etf ’ s efficiency and application , such as salomon smith barney ( 2002 ) ’ s research on etf ’ s liquidity and discount / premium price using snap method , edwin j . elton ’ s comparative analysis on etf ’ s tracking error , parkd and switzer ( 1995 ) 、 lu and marsden ( 2000 ) ’ s positive research on etf ’ s price efficiency . in our country , 在etf的研究上,国外由于etf的发展比较成熟,相关的研究主要侧重于对etf的运作效率及其应用进行实证分析,如salomonsmithbarney ( 2002 )采用快照式研究对etf的流动性和折/溢价问题进行了研究, edwinj . elton等对etf的跟踪误差进行了比较分析, park和switzer ( 1995 ) 、 lu和marsden ( 2000 )对etf的定价效率进行了实证检验。
