decade. I show that the network of the ETF market — the linkages between ETFs based on portfolio weights — catalyzes the … dislocations in connected ETFs, followed by strong responses in returns and subsequent reversals with a sizable effect of 4 - 6 …

The present study investigates the pricing efficiency and the trading characteristics of index ETFs in India … of trading activity in ETFs and to investigate the impact of risk management and arbitrage activities on trading volume …. The findings indicate that a majority of ETFs in India exhibit large mispricing which persists over extended periods of …