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A tracking error approach to leveraged ETFs : are they really that bad?
Bansal, Vipul K.; Marshall, John F. - In: Global finance journal 26 (2015), pp. 47-63
Persistent link: https://www.econbiz.de/10011477998
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Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo; Mayerhofer, Eberhard - In: Quantitative finance 23 (2023) 7/8, pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
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Predictable patterns in ETFs' return and tracking error
Rompotis, Gerasimos G. - In: Studies in economics and finance 28 (2011) 1, pp. 14-35
Persistent link: https://www.econbiz.de/10009007581
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Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
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Does ETF arbitrage exist?
Ivanov, Stoyu I. - In: International journal of financial services management … 6 (2013) 3, pp. 252-261
Persistent link: https://www.econbiz.de/10010338901
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What drives fund flows to index ETFs and mutual funds? : a panel analysis of funds in India
Narend, S.; Thenmozhi, M. - In: Decision 43 (2016) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10011534252
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Analysis of International ETF Tracking Error in Country-Specific Funds
Saunders, Kent T. - 2018
The goal of this study is to determine which fund or country-specific characteristics predict accurate performance in terms of tracking country-specific stock market indices. Ninety-three country-specific exchange-traded funds from 47 different countries are included in this study. In accordance...
Persistent link: https://www.econbiz.de/10012919597
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Static indexing beats tactical asset allocation
McCarthy, Joseph E.; Tower, Edward - In: The journal of index investing : ETFs, ETPs, & indexing 11/12 (2021) 4/1, pp. 41-52
Persistent link: https://www.econbiz.de/10012613698
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Offsetting disagreement and security prices
Huang, Shiyang; Hwang, Byoung-Hyoun; Lou, Dong; Yin, Chengxi - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149
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Assessing tracking risk of ETFs in India : an empirical study on selected index ETFs
Sarkar, Swapan - In: Research bulletin / The Institute of Cost Accountants … 42 (2016/2017) 4, pp. 23-37
Persistent link: https://www.econbiz.de/10011722276