Results 171 to 180 of about 568 (208)

Tracking Efficiency of Exchange Traded Funds (ETFs)

Paradigm, 2016
Exchange traded funds (ETFs) have emerged as a new investment vehicle in the mutual fund industry providing investors with the ability to trade the entire market through a single transaction executed at the exchange. Using a sample of 12 equity ETFs from 1 April 2011 to 31 March 2015, the present article attempts to examine the performance efficiency ...
Prabhdeep Kaur
exaly   +2 more sources

An Evaluation of the Tracking Performance of Exchange Traded Funds (ETFs): The Case of Indian Index ETFs

Vision: The Journal of Business Perspective, 2021
The present study investigates how efficiently India-domiciled exchange traded funds (ETFs) replicate the returns of their underlying indices and analyses the factors that determine the tracking performance. We use a three-pronged approach involving Capital Asset Pricing Model (CAPM) regression, cointegration-Vector Error Correction Model methodology ...
Vanita Tripathi, Aakanksha Sethi
openaire   +1 more source

Exchange Traded Funds (ETF)

2021
ETFs arose to address all the weaknesses and capture all the benefits of mutual funds. Just like closed-end funds, they trade in the markets continuously, and just like open-end funds, they can be created and redeemed at any time by investors. The purpose of an ETF is to match a particular market index, leading to a fund management style known as ...
openaire   +1 more source

Understanding Exchange-Traded Funds: How ETFs Work

SSRN Electronic Journal, 2014
The objective of this paper is to provide an in-depth explanation of the unique structure of ETFs and examine the question of where investors access liquidity in ETFs. We discuss how ETFs are created and by whom and how ETFs trade. We provide detailed explanations of the regulatory framework for ETFs and the clearing and settlement process by which ETF
Rochelle (Shelly) Antoniewicz   +1 more
openaire   +1 more source

Growth and Development of Exchange Traded Funds (ETFs) in India

2020
Increased investor money is flowing into capital markets through mutual funds, both globally and in India. Though actively managed funds dominate Assets Under Management (AUM) charts, increasing awareness and trading volumes are channelling investments into passive investing products such as Index mutual funds and Exchange Traded Funds (ETFs).
Manda, Vijaya Kittu, Polisetty, Aruna
openaire   +1 more source

Exchange-Traded Funds (ETFs)

2018
This chapter discusses trading strategies for exchange-traded funds (ETFs), including detailed mathematical descriptions. Momentum-based strategies include sector momentum rotation, which can be augmented with a filter based on moving averages. Another momentum strategy is based on dual-momentum sector rotation, which utilizes both cross-sectional ...
Zura Kakushadze, Juan Andrés Serur
openaire   +1 more source

Fund Flow and Managerial Skill: Evidence from Exchange-Traded Funds (Etfs)

SSRN Electronic Journal, 2020
New money flow is known as the measure of skill in mutual funds. We investigate the flow-performance relationship in the laboratory of passive Exchange-Traded Funds (ETFs) and find a positive and significant relationship in the absence of the managerial skill.
Hamed Yousefi   +2 more
openaire   +1 more source

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