Do ETFs affect the return co-movement of their underlying assets? : evidence from an emerging market
Shital Jhunjhunwala and Aakanksha Sethi
| Year of publication: |
2022
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|---|---|
| Authors: | Jhunjhunwala, Shital ; Sethi, Aakanksha |
| Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 48.2022, 11, p. 1661-1686
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| Subject: | Emerging markets | Exchange traded funds | Foreign ETFs | Return co-movement | Schwellenländer | Emerging economies | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-01-2022-0003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013390873