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Pricing efficiency of exchange traded funds tracking the Gulf Cooperation Countries

Almudhaf, Fahad - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 117-140

Persistent link: https://www.econbiz.de/10012041989

Coles, Jeffrey L.; Heath, Davidson; Ringgenberg, Matthew C. - In: Journal of financial economics 145 (2022) 3, pp. 665-683

Persistent link: https://www.econbiz.de/10013475428

Response of ETF flows and long-run returns to investor sentiment

Kadiyala, Padma - In: Financial markets and portfolio management 36 (2022) 4, pp. 489-531

Persistent link: https://www.econbiz.de/10013431704

The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes

Xu, Liao; Yin, Xiangkang; Zhao, Jing - In: Pacific-Basin finance journal 58 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012231054

Effect of COVID-19 on ETF and index efficiency : evidence from an entropy-based analysis

Saha, Kunal; Madhavan, Vinodh; Chandrashekhar, G. R. - In: Journal of economics and finance : JEF 46 (2022) 2, pp. 347-359

Persistent link: https://www.econbiz.de/10013190560

Exchange traded funds, size-based portfolios, and market efficiency

Kadapakkam, Palani-Rajan; Krause, Timothy; Tse, Yiuman - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 89-110

Persistent link: https://www.econbiz.de/10011333135

Adaptive markets hypothesis : evidence from Indian ETF market

Kumar, S. S. S.; Kumar, G. Arun - In: The empirical economics letters : a monthly … 13 (2014) 2, pp. 133-140

Persistent link: https://www.econbiz.de/10010392982

On the informational efficiency of Saudi exchange-traded funds listed at home and away from home

Al-Nassar, Nassar S. - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

This study compares the pricing efficiency of two domestic exchange-traded funds (ETFs) (i.e., Falcom 30 and HSBC 20 … of the ETFs are significantly large and persist for at least three days. It is shown that the standard deviation of the …-run relationship between the prices and the NAVs of the three ETFs. However, the ETFs' prices do not fully reflect the fundamental …

Persistent link: https://www.econbiz.de/10013183860

Tracking biased weights: asset pricing implications of value-weighted indexing

Jiang, Hao; Vayanos, Dimitri; Lu, Zheng - 2020

Persistent link: https://www.econbiz.de/10012487379

An analysis of pricing efficiency of exchange traded funds in India using ARDL bounds test approach

Chandrasekaran, Buvanesh; Acharya, Rajesh H. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 4, pp. 607-633

Persistent link: https://www.econbiz.de/10012797853

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