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Tracking Efficiency of Exchange Traded Funds (ETFs)
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Tracking Efficiency of Exchange Traded Funds (ETFs) (2016)Tracking Efficiency of Exchange Traded Fu…An Empirical Analysis of Exchange-Traded Funds (2012)An Empirical Analysis of Exch…Predictable patterns in ETFs' return and tracking error (2011)Predictable patterns in ETFs'…The Performance of European Index Funds and Exchange‐Traded Funds (2010)The Performance of European I…Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds (2010)Study on the tracking errors …Exchange-traded funds, persistence in tracking errors and information dissemination (2010)Exchange-traded funds, persis…Conventional mutual index funds versus exchange-traded funds (2010)Conventional mutual index fun…Exchange Traded Funds: Performance and Competition (2008)Exchange Traded Funds: Perfor…Determinants of Tracking Error for Equity Portfolios (2004)Determinants of Tracking Erro…Tracking S&P 500 Index Funds (2001)Tracking S&P 500 Index FundsExchange-Traded Funds (2001)Exchange-Traded FundsReturns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Discovering Errors in Tracking Error (1994)Discovering Errors in Trackin…A Mean/Variance Analysis of Tracking Error (1992)A Mean/Variance Analysis of T…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…The implementation shortfall (1988)The implementation shortfallThe Journal of Financial Planning (1977)The Journal of Financial Plan…ETFS – performance, tracking errors and their determinants in Europe and the USA (2019)ETFS – performance, tracking …The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)On Persistence in Mutual Fund Performance (1997)Index Mutual Funds and Exchange-Traded Funds (2003)From performativity to political economy: index investing, ETFs and asset manager capitalism (2015)The Behavior of Stock-Market Prices (1965)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds (2012)ICT Technologies and Financial Innovations: The Case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States (2014)Measuring the dynamics of global business cycle connectedness (2015)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The tricks of the trade (1980)What Does It Take to Win the Trading Game? (1981)Information Effects on the Bid-Ask Spread (1983)Optimal control of execution costs (1998)Optimal execution of portfolio transactions (2001)Liquidity of emerging markets (2005)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS1 (1994)An evolutionary heuristic for the index tracking problem (2003)Factor based index tracking (2005)The Persistence of Mutual Fund Performance (1992)Costly Search and Mutual Fund Flows (1998)Exchange-Traded Funds (2017)The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs) (2017)All that glitters is not gold. The rise of gaming in the COVID-19 pandemic (2020)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Exchange-Traded Funds: A New Investment Option for Taxable Investors (2002)Handbook of Financial Engineering (2008)Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs (2021)Rational herding in financial economics (1996)Herd Behavior in Financial Markets (2000)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)The importance of nongovernmental organizations (NGOs) in global governance and value creation: an international business research agenda (2004)Factors Preventing Intra-Family Succession (2008)Financial Behaviors and Financial Well-Being of College Students: Evidence from a National Survey (2011)
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References

  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1992A Mean/Variance Analysis of Tracking Error747 cited
  • 1988The implementation shortfall441 cited
  • 1977The Journal of Financial Planning438 cited
  • 2010Conventional mutual index funds versus exchange-traded funds206 cited
  • 2001Tracking S&P 500 Index Funds201 cited
  • 2010Exchange-traded funds, persistence in tracking errors and information dissemination161 cited
  • 1994Discovering Errors in Tracking Error145 cited
  • 2001Exchange-Traded Funds127 cited
  • 2010The Performance of European Index Funds and Exchange‐Traded Funds78 cited
  • 2010Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds71 cited
  • 2011Predictable patterns in ETFs' return and tracking error65 cited
  • 2008Exchange Traded Funds: Performance and Competition61 cited
  • 2012An Empirical Analysis of Exchange-Traded Funds54 cited
  • 2004Determinants of Tracking Error for Equity Portfolios

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  • 2019ETFS – performance, tracking errors and their determinants in Europe and the USA15 cited