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Tracking ability of exchange-traded funds : evidence from Emerging Markets Equity ETFs

Miziołek, Tomasz; Feder-Sempach, Ewa - In: Bank i kredyt 50 (2019) 3, pp. 221-248

Persistent link: https://www.econbiz.de/10012502770

Dilution of sector exposures : when does unintended indexing happen?

Stein, Michael; Račev, Svetlozar T. - In: Journal of investment management : JOIM 12 (2014) 3, pp. 59-72

Persistent link: https://www.econbiz.de/10011634662

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

Closet active management of passive funds

Akey, Pat; Robertson, Adriana Z.; Simutin, Mikhail - 2021

Ostensibly passive index funds and ETFs are surprisingly active. A third of these funds exhibit more activeness than …. In contrast with actively managed funds, more active index funds and ETFs---"closet activists"---underperform. A one …

Persistent link: https://www.econbiz.de/10012886210

How precisely European equity ETFs mirror their flagship benchmarks? : evidence from funds replicating performance of Euro Stoxx 50 Index

Feder-Sempach, Ewa; Miziołek, Tomasz - In: The journal of asset management : a major new, … 24 (2023) 2, pp. 121-135

Persistent link: https://www.econbiz.de/10014251515

Liquidity risk, return performance, and tracking error : synthetic vs. physical ETFs

Kim, Marco Jinhwan; Cho, Hoon; Seok, Sangik - In: Journal of international financial markets, … 89 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014490179

Examining the sources of excess return predictability : stochastic volatility or market inefficiency?

Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018

Persistent link: https://www.econbiz.de/10011977460

Correlation-based investment strategies : a comparison between Chinese and US stock markets

Zhang, Zhehao; Xing, Ruina; Liu, Jiajun; Shao, Yifei - In: Pacific-Basin finance journal 82 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463514

The cost of insuring against underperformance of ESG screened index funds

Løchte Jørgensen, Peter; Plovst, Mathias Danielsen - In: Journal of sustainable finance & investment 13 (2023) 4, pp. 1534-1553

Persistent link: https://www.econbiz.de/10014373733

Be greedy when others are fearful : evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes

Day, Min-Yuh; Ni, Yensen - In: International review of financial analysis 90 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014468853

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