Results 11 to 20 of about 568 (208)
IIMB Management Review, 2020 The paper examines the relative efficiency of gold Exchange Traded Funds (ETF) against spot gold and gold futures in the Indian scenario, using a series of conventional and threshold cointegration statistics.
Prabhdeep Kaur, Jaspal Singh
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Investigating the Nature of Nonlinearity in Indian Exchange Traded Funds (ETFs)
Managerial Finance, 2014 Purpose– The purpose of this paper is to first, test for nonlinearity in Local Indian Exchange Traded Funds (ETFs) listed at NSE, India – NIFTYBEES, JUNIORBEES, BANKBEES, PSUBANKBEES, and INFRABEES – using a battery of nonlinearity tests; second, to ascertain, using both metric and topological approaches, the adequacy of appropriate AR-GARCH models ...
Vinodh Madhavan
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The Comparison and Analysis of Exchange Traded Funds (ETFs) Return Rates
Journal of Applied Finance & Banking, 2023 Abstract Based on the trading data of A-share listed companies held by ETFs and the shareholding data of exchange-traded funds during 2011-2022 in China stocks markets, this paper uses the dynamic panel differential GMM model to study the shareholding ratio of exchange-traded funds and the impact of its changes on the liquidity of the underlying ...
Luqi Yuan, Shihong Zeng
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Measuring the Market Efficiency of Energy Exchange-Traded Funds (ETFS)
Theoretical Economics Letters, 2018 This paper examines the market efficiency of Energy Exchange-Traded Funds (ETFs) of both renewable and unrenewable energy ETFs. We adopt GARCH modelling approach to investigate the long-range dependence in ETFs volatility. Specifically, we estimate a FIGARCH model proposed by Baillie et al. (1996) using daily returns.
Kashif Saleem
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Do the Macroeconomic variables influence Exchange Traded Funds (ETFs)?
Journal of Informatics Education and ResearchExchange Traded Funds (ETFs) are essentially Index Funds that are listed and traded on exchanges like stocks. Until the development of ETFs, this was not possible before. Globally, ETFs have opened a whole new panorama of investment opportunities to Retail as well as Institutional Money Managers.
Chaitanya Suresh Kittur
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Does Pricing Deviation of Exchange-Traded Funds Predict ETF Returns?
Asian Economic and Financial Review, 2017 This paper investigates whether the pricing deviation of inactive exchange-traded funds (ETFs) differs from that of active ETFs and can predict future ETF returns better and longer. The results show that, compared to active ETFs, inactive ETFs trade at a substantial, more volatile, mostly negative and more skewed-to-the-right pricing deviation ...
Jung-Chu Lin
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STUDI SPILLOVER EFEK EXCHANGE-TRADED FUNDS (ETFs) DI ASEAN
Jurnal Riset Manajemen dan Bisnis (JRMB) Fakultas Ekonomi UNIAT, 2019 The volatility of financial security make an investor difficult and inaccurate to predict the value of targeted investation. The failure for predicting the value of financial asset will mitigate for either succeed or not an investation. That condition will not happen if an investor has knowledge for predicting the volatility financial asset. There for,
Ahmad Juliana, Apriliani Mutoharo
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Journal of Corporate Finance Research / Корпоративные Финансы | ISSN: 2073-0438, 2016 Evgeny Borisovich Tarasov - National Research University "Higher School of Economics". E-mail: etarasov@hse.ru Prior to March of 2016, when the first exchange traded fund (ETF) on RTS was introduced, Russian investors’ only option for investing in the domestic index was through a mutual fund. By contrast, the majority world stock exchanges
Evgeni Tarassov
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Neuroeconomics of Passive Investment: A Look at Exchange Traded Funds (ETFs)
SSRN Electronic Journal, 2013 Financial investment is at the core of the business of life. Return volatility has ushered in risk management as a specialized function of asset management. Every investor intends to stabilize their returns based on a portfolio constructed aligned to their risk profile; defensive, balanced, dynamic or aggressive.
Ojwang Omondi
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Caderno de Administração, 2016 Os Exchanged Traded Funds (ETFs) se tornaram um veículo de investimentos amplamente difundido, com características únicas que não foram ainda suficientemente estudadas. Além disso, modelos de precificação consolidados não são suficientes para analisar a
Bruno Milani, Paulo Sergio Ceretta
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