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Our research paper uses ETF Taxonomy data, that are just one example of so-called ETF Reference data – the dataset that contains important information related to individual ETFs. Reference data usually contain product information on expenses, underlying index, fund’s AUM, bid-ask spread, industry-specific information, classification details on market exposures, geographic exposures, industry exposures, fund’s constituent data, NAV, shares outstanding, risk factor scoring, etc.
Quantpedia recommends the ETF Global® dataset, an aggregated ETF Reference database of 3,100+ U.S. Listed Exchange-Traded Products (ETPs) that include Exchange-Traded Funds (ETFs), Exchange-Traded Notes (ETNs) and Exchange-Traded Commodities/Currencies (ETCs).
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