Exchange Traded Funds
Examining the Performance of Indian Exchange Traded Funds (ETFs)
... an exchange-traded fund ...mutual funds; hence, the present study focuses on ETFs for analyzing a number of testable hypotheses associated to the knack of ETF managers for replicating the behavior ...
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Premiums on Exchange-Traded Funds As A Sentiment Indicator: Evidence From Taiwan
... While exchange-traded funds (ETFs) are traded by institutional investors by a much higher proportion than CEFs, this paper examines the proposition that premiums or discounts on ETFs are ...
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Tracking Errors of Exchange Traded Funds in Bursa Malaysia
... This study measures the tracking errors of exchange traded funds (ETFs) listed in Bursa Malaysia. Five measures of tracking errors are estimated in this study for the seven ETFs involved. Overall, ...
14
Have Exchange Traded Funds Influenced Commodity Market Volatility?
... ABSTRACT: Exchange Traded Funds (ETFs) have existed since the late 1980s, but were first traded on commodity markets in the early ...the funds in ...
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Measuring the Market Efficiency of Energy Exchange Traded Funds (ETFS)
... 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 ...
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Exchange-Traded Funds (ETF) Style Classifications User Guide
... The S&P Capital IQ ETF Style Classification Data package provides a comprehensive database with access to more than 2,400 publicly traded ETFs (Exchange-Traded Funds) and ETNs ...
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Neural network copula portfolio optimization for exchange traded funds
... Following Boubaker and Sghaier (2013) and Low et al. (2013), this study proposes a novel Neural Network Copula (NNC) portfolio optimization approach. It is assumed that the investor has a one-period horizon and aims to ...
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Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds
... It is well known that liquid financial markets are not always as orderly as the efficient market advocates might suggest (see Grossman and Stiglitz, 1980). When some investors trade on a noisy signal that is unrelated to ...
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Does Pricing Deviation of Exchange-Traded Funds Predict ETF Returns?
... though exchange traded funds (ETFs) resemble closed-end funds (CEFs) in many facets, ETFs have a unique feature that additional shares can be created and redeemed by investors through ...
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Are There Profit (Returns) in Shariah Compliant Exchange Traded Funds? The Multiscale Propensity
... Exchange Traded Funds (ETF) emanated from the innovation in the capital ...these funds are similar to index funds managed by institutional portfolio ...
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Gold vs Gold Exchange Traded Funds: An Empirical Study in India
... of exchange-traded funds and index funds using tracking error, actual returns and Jensen’s ...index funds had done better than ...
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BetaShares/Investment Trends November 2013 Exchange Traded Funds Report
... 2013 Exchange Traded Funds Report – Summary Report”) contains proprietary information including copyright material and trademarks, the rights to which must be ...
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Examining the Exchange-Traded Nature of Exchange-Traded Funds
... in exchange-traded funds have seen explosive growth over the past ...an exchange like a ...the exchange and traded and settled like ...Stock Exchange since ...
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A Study on Bond Exchange-Traded Funds (ETFs) and Corporate Bond Liquidity
... Stock Exchange, Winne, Gresse, and Platten (2011) find that index-stock spreads are lower for underlying stocks than those of non-index stocks after the introduction of the first ETF which was created to track CAC ...
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The Effective Return of Biblically Responsible Exchange Traded Funds
... examined funds intraday risk-adjusted return yield, as calculated from the intraday NAV, to compare between the two samples indicated in the ...investment funds were included in the final sample selection: ...
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Testing weak form efficiency of exchange traded funds market
... The requirements just described were absolutely met by a sample of 66 ETFs invested either in local broad market and sector indexes or indexes from foreign stock markets. In particular, Table 1 shows that the sample ...
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TD EXCHANGE-TRADED FUNDS Annual Financial Statements
... The Funds primarily invest in securities that are traded in active markets and can be readily disposed ...the Funds are not exposed to any significant liquidity ...the Funds retain sufficient ...
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Stock index futures vs. Exchange Traded funds
... • The remainder of global equity market capitalization – on a net basis – is either directly invested in the underlying securities or held in adjacent vehicles such as: mutual funds, OTC constructions (baskets or ...
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Head Exchange-traded funds: Clarity amid the clutter
... Despite many similarities with MFs, however, there are differences. Most notably, when MF investors buy and sell shares, they transact directly with the fund and receive the end of day net asset value (NAV) price, ...
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The Development of Improved Exchange-Traded Funds (ETFs) in the United States
... arrangements with fund managers or distributors. In at least one case, “non-arrangement timing” accounted for more shareholder costs than arrangement timing. Furthermore, these analyses document some of the trading and ...
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