Purpose–Leveraged and inverse ETFs (hereafter leveraged ETFs) have received much
press coverage of late due to issues with their performance. Managers and the media have …

ABSTRACT This article investigates Asian Country Exchange-Traded Fund (ETF) price
deviation with underlying due to market sentiment. By implementing a dynamic contrarian …

Asynchronous trading hours between the markets of Exchange-Traded Funds (ETFs) and
their benchmarks not only make it difficult to apply a full replication strategy but also make …

Leveraged ETFs have received much press coverage of late due to issues with their
performance. Managers and the media have focused investors' attention on the impact of …

This paper deals with exchange traded funds (ETFs) and valuation it's performance
according to selected indicators. For empirical analysis 10 leveraged and non‑leveraged …

In this thesis, I broadly explore how the globalization of financial markets affects the
valuation of international securities on the US market. My first essay explores the evolution …

A common component in the mispricing of ETFs can arise from limits to arbitrage. I find
strong evidence of commonality among of international country ETFs. Differences in …

Over the last two decades the Exchange Traded Funds (hereafter ETFs) have experienced a
tremendous growth in terms of assets under management, number, and variety of products …

This paper seeks to evaluate the performance of Leveraged ETFs during the financial crisis.
The paper is based on the performance analysis of three 2x bull and 2x bear Exchange …

Hace ya alrededor de treinta años que aparecieron los fondos de inversión cotizados o
Exchange Traded-Funds (más conocido por sus siglas ETFs), pero no ha sido hasta estos …