[HTML][HTML] Reshaping financial systems: The role of ICT in the diffusion of financial innovations–Recent evidence from European countries

A Marszk, E Lechman - Technological Forecasting and Social Change, 2021 - Elsevier
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 …

[HTML][HTML] ETP tracking of US agricultural and energy markets

SL Stewart, OI Massa, C Hassman… - Journal of Commodity …, 2023 - Elsevier
This study assesses the tracking performance of several futures-backed commodity
exchange-traded funds (ETFs), single commodity exchange-traded notes (ETNs), and …

Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs

J Kim, H Cho, S Seok - … of International Financial Markets, Institutions and …, 2023 - Elsevier
As the global ETF market continues to grow, the significance of understanding replication
strategies has become increasingly apparent. This study examines the compensation of …

Is the tracking error time-varying? Evidence from agricultural ETCs

D Perera, J Białkowski, MT Bohl - Research in International Business and …, 2022 - Elsevier
This study extensively analyses a recently popularized asset class, exchange-traded
commodities (ETCs). We demonstrate that the tracking error of ETCs is dependent on the …

Tracking efficiency of exchange traded funds (ETFs) empirical evidence from Indian equity ETFs

J Singh, P Kaur - Paradigm, 2016 - journals.sagepub.com
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 …

[HTML][HTML] Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds

L Alamelu, N Goyal - Asia-Pacific Financial Markets, 2023 - Springer
Abstract Exchange Traded Funds (ETF's) are one of the beloved passively managed funds
that offer both retail and institutional investors an access to highly profitable and wide-range …

The pricing efficiency of exchange-traded commodities

G Dorfleitner, A Gerl, J Gerer - Review of Managerial Science, 2018 - Springer
Exchange-traded commodities (ETCs) open the commodity markets to both private and
institutional investors. This paper is the first to examine the pricing efficiency and potential …

Physical versus futures-based replication: The case of commodity ETFs

GG Rompotis - The Journal of Index Investing, 2016 - search.proquest.com
This article examines various issues concerning the performance of commodity exchange-
traded funds (ETFs) by taking into account whether these funds adopt a physical or a …

Analysis of the factors impacting ETFs net fund flow changes

SI Ivanov - Studies in Economics and Finance, 2016 - emerald.com
Purpose The purpose of this study is to identify the factors that impact the exchange-traded
funds net fund flow changes on a daily basis. Design/methodology/approach A total of 1,212 …

The tracking efficiency of physical and synthetic equity index ETFs

D Broby, O Spence - The Journal of Index Investing, 2020 - search.proquest.com
This article evaluates the tracking efficiency of physical and synthetic Exchange-Traded
Funds (ETFs). Theoretically, synthetic ETFs should provide greater tracking efficiency. We …