Over nearly a quarter of a century, exchange-traded funds (ETFs) have become one of the
most popular passive investment vehicles among retail and professional investors because …

This paper investigates the effect of exchange-traded funds'(ETFs') activity on the short-run
informational efficiency of their underlying securities. We find that ETF activity increases …

Exchange-traded funds (ETFs) are among the fastest-growing types of innovative financial
products. The emergence and spread of these instruments have been facilitated by the …

This study sets out to examine the dynamics of price discovery between the S&P 500 index
and its derivative products: the index futures, the index options, the S&P 500 exchange …

Studying 70 Chinese equity exchange‐traded funds (ETF s), we show that daily ETF flows
significantly increase both the total volatility and the fundamental volatility of the underlying …

This article presents some key figures about the European market for exchange-traded
funds (ETFs), with a focus on growth, key trends, and impact on underlying instruments. One …

Exchange traded funds (ETFs) are financial innovations that may be considered as a part of
the index financial instruments category, together with stock index derivatives. The aim of …

This paper examines the correlations between two types of a market index's volatility and
three trading motives of the index's exchange traded funds (ETFs). We find that ETF trading …

This paper examines some well-known indexes of the US equity markets and their
Exchange-Traded Funds (ETFs). It demonstrates that both one-sided and two-sided ETF …

The main goal of the article is to examine the tracking efficiency of a homogenous sample of
14 ETFs listed on European exchanges, replicating the performance of Euro Stoxx 50 Index …