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Predictable patterns in ETFs' return and tracking error
8 references·5 citing·42 second hop
Predictable patterns in ETFs' return and tracking error (2011)Predictable patterns in ETFs' return and …Short-Term Persistence in Mutual Fund Performance (2004)Short-Term Persistence in Mut…S&P 500 Indexers, Tracking Error, and Liquidity (2004)S&P 500 Indexers, Tracking Er…Index Mutual Funds and Exchange-Traded Funds (2003)Index Mutual Funds and Exchan…Tracking S&P 500 Index Funds (2001)Tracking S&P 500 Index FundsMorningstar Ratings and Mutual Fund Performance (2000)Morningstar Ratings and Mutua…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…Performance Persistence (1995)Performance PersistenceThe Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…Returns behavior of ESG ETFs in the COVID‐19 market crash: Are green funds more resilient? (2023)Returns behavior of ESG ETFs …Clean energy investing in public capital markets: Portfolio benefits of yieldcos (2018)Clean energy investing in pub…Determinants of tracking error in German ETFs – the role of market liquidity (2016)Determinants of tracking erro…The golden target: analyzing the tracking performance of leveraged gold ETFs (2015)The golden target: analyzing …Performance of Exchange-Traded Funds in India (2012)Performance of Exchange-Trade…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)On Persistence in Mutual Fund Performance (1997)Exchange-traded funds, persistence in tracking errors and information dissemination (2010)From performativity to political economy: index investing, ETFs and asset manager capitalism (2015)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Career Concerns of Mutual Fund Managers (1999)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Do Demand Curves for Stocks Slope Down? (1986)Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Does Arbitrage Flatten Demand Curves for Stocks? (2002)The performance and trading characteristics of exchange-traded funds (2006)The Performance of European Index Funds and Exchange‐Traded Funds (2010)An Empirical Analysis of Exchange-Traded Funds (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence (2003)The Interim Trading Skills of Institutional Investors (2011)Mutual Fund's R 2 as Predictor of Performance (2012)Mutual Fund Performance (1966)Country-specific ETFs: An efficient approach to global asset allocation (2007)Hedging index exchange traded funds (2007)Exchange Traded Funds: History, Trading, and Research (2008)GOLD AS AN INFLATION HEDGE? (2004)The Dynamics of Leveraged and Inverse Exchange-Traded Funds (2009)Is gold a safe haven? International evidence (2010)Portfolio Selection: Efficient Diversification of Investments (1959)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases (2003)Estimating the Dynamics of Mutual Fund Alphas and Betas (2007)Picking Winners? Investment Consultants' Recommendations of Fund Managers (2013)Survivorship Bias in Performance Studies (1992)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)Is it worth it to go green? ESG disclosure, carbon emissions and firm financial performance in emerging markets (2024)Unobserved Actions of Mutual Funds (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)
this work references cited by second hop

References

  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1995Performance Persistence946 cited
  • 1996The Persistence of Risk-Adjusted Mutual Fund Performance838 cited
  • 2004Short-Term Persistence in Mutual Fund Performance657 cited
  • 2000Morningstar Ratings and Mutual Fund Performance228 cited
  • 2001Tracking S&P 500 Index Funds201 cited
  • 2003Index Mutual Funds and Exchange-Traded Funds137 cited
  • 2004S&P 500 Indexers, Tracking Error, and Liquidity86 cited

Cited by

  • 2015The golden target: analyzing the tracking performance of leveraged gold ETFs41 cited
  • 2023Returns behavior of ESG ETFs in the COVID‐19 market crash: Are green funds more resilient?30 cited
  • 2016Determinants of tracking error in German ETFs – the role of market liquidity30 cited
  • 2012Performance of Exchange-Traded Funds in India30 cited
  • 2018Clean energy investing in public capital markets: Portfolio benefits of yieldcos29 cited

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