limits to arbitrage, thereby impeding efficiency in the market. …

In this study, we examine the performance and pricing behaviour of US listed and Indian gold ETFs. We find that Pricing … Deviation is significant for both US listed and Indian gold ETFs. However, the Tracking Error is not significant for both the US … listed and Indian gold ETFs. There is ample evidence to suggest that unidirectional causality exists between US listed gold …

-pair level indicate that ETF ownership significantly increases commonality. We show that greater arbitrage activities are … of Russell indexes, and ETF trading halts, to establish the causal effect of ETF ownership and the arbitrage mechanism …