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The diminished effect of index rebalances
Kappou, Konstantina - In: The journal of asset management 19 (2018) 4, pp. 235-244
Persistent link: https://www.econbiz.de/10011891181
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Index trading and portfolio risk
Kvamvold, Joakim; Lindset, Snorre - In: Journal of economics and finance 41 (2017) 1, pp. 78-99
Persistent link: https://www.econbiz.de/10011795595
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Direct and indirect effects of index ETFs on spot-futures pricing and liquidity : evidence from the CAC 40 index
Deville, Laurent; Gresse, Carole; Séverac, Béatrice de - In: European financial management : the journal of the … 20 (2014) 2, pp. 352-373
Persistent link: https://www.econbiz.de/10010350999
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Momentum strategies with stock index exchange-traded funds
Tse, Yiuman - In: The North American journal of economics and finance : a … 33 (2015), pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
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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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Analysis of international ETF tracking error in country-specific funds
Saunders, Kent T. - In: Atlantic economic journal : AEJ 46 (2018) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10012062616
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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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Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao; Vayanos, Dimitri; Lu, Zheng - 2020
Persistent link: https://www.econbiz.de/10012487379
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The price discovery function of the Exchange Traded Fund (ETF) : evidence from the Taiwan equity index markets
Huang, Yen-Chen; Jang, Woan-Yuh - In: Journal of emerging markets 11 (2006) 2, pp. 39-49
Persistent link: https://www.econbiz.de/10003380136
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Are enhanced index funds enhanced?
Elton, Edwin J.; Gruber, Martin Jay; Souza, Andre de - In: European financial management : the journal of the … 28 (2022) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10013163555