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Assessing the performance of American and European leveraged Exchange Traded Funds

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Pricing S&P 500 index 0ptions : a conditional semi-nonparametric approach

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Performance dynamics of international exchange-traded funds

Bahadar, Stephen; Gan, Christopher; Nguyen, Cuong - In: Journal of risk and financial management : JRFM 13 (2020) 8/169, pp. 1-14

Asynchronous trading hours between the markets of Exchange-Traded Funds (ETFs) and their benchmarks not only make it difficult to apply a full replication strategy but also make the creation/redemption process ineffective and consequently distress the performance of international ETFs. Despite...

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

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

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