Results 21 to 30 of about 845 (205)
Pricing Efficiency of Exchange Traded Funds in India
Organizations and Markets in Emerging Economies, 2020 Exchange traded funds (ETFs) have two prices, the market price and the net asset value (NAV) price. ETFs NAV price gets determined by the net value of the constituent assets, whereas the market price of ETFs depends upon the number of units bought or ...
Y V Reddy, Pinkesh Dhabolkar
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Exchange-traded funds and FX volatility: Evidence from Turkey
Central Bank Review, 2020 Exchange-Traded Funds (ETFs) have become one of the most popular passive investment instruments since they bring together the advantages of stocks and mutual funds.
Burçhan Sakarya, Aykut Ekinci
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Dependence Analysis for the Energy Sector Based on Energy ETFs
Energies, 2023 This study investigates the effects of crude oil and natural gas future returns on energy stock portfolios. We consider returns of portfolios of energy companies approximated by energy ETFs and returns of Brent crude oil and natural gas contracts listed ...
Katarzyna Kuziak, Joanna Górka
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Bond Mutual Funds vs. Bond Exchange Traded Funds: Evaluation of Risk Adjusted Performance
Administrative Sciences, 2019 Growing acceptance of passive bond exchange traded funds (ETFs) and actively managed bond mutual funds has exposed the need to find a divide between these two comparatively similar types of instrument.
Jelena Stankevičienė, Ieva Petronienė
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Investor overconfidence in the South African exchange traded fund market
Cogent Economics & Finance, 2021 Exchange Traded Funds (ETFs) have proven to be extremely popular amongst both retail and institutional investors. The increasing interest in this asset class may incite overconfidence in its’ investor base, which could lead to undesirable market effects ...
Damien Kunjal, Faeezah Peerbhai
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International Journal of Financial StudiesThis paper examines the efficiency of alternative energy equity Exchange-Traded Funds (ETFs) and conventional energy equity ETFs from 2018 to 2020, utilizing a combination of an output-oriented Slack-Based Data Envelopment Analysis (DEA) model and ...
Carla Oliveira Henriques +2 more
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SSRN Electronic Journal, 2019 We document economically large momentum profits when sorting ETFs on returns over the past two to four years. A value-weighted, long-short strategy based on ETF momentum delivers Carhart (1997) four-factor alphas of up to 1.20% per month. Neither cross-sectional stock momentum nor co-variation with macroeconomic and liquidity risks can explain ETF ...
LI, Frank Weikai +2 more
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Entropy, 2020 Exchange-traded funds (ETFs) are one of the most rapidly expanding categories of financial products in Europe. One of the key yet still unanswered questions is whether European ETF markets have reached the size at which they could affect the financial ...
Adam Marszk, Ewa Lechman
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Green Ambiguity Shapes Sustainable Investing
Business Strategy and the Environment, EarlyView.ABSTRACT Green Exchange‐Traded Funds (ETFs) have experienced strong growth in recent years, reflecting increasing investor attention toward sustainability. However, these funds rely on a wide range of environmental metrics that are often weakly aligned, raising concerns about the meaning of greenness in sustainable investing.
Rita Laura D'Ecclesia +2 more
wiley +1 more source
A Universal and Actionable Measure of Corporate Sustainability for Strategic Decision Making
Business Strategy and the Environment, EarlyView.ABSTRACT Managers require a universal, comparable, and decision‐useful measure of corporate sustainability that can reliably inform business strategy, yet such a tool remains absent in the literature and current practice. This paper introduces a comprehensive and operational metric—grounded in Goertz's Basic Framework for developing social science ...
Mariapia Pazienza +2 more
wiley +1 more source