How precisely European equity ETFs mirror their flagship benchmarks? Evidence from funds replicating performance of Euro Stoxx 50 Index-Reference-Cited by-同舟云学术

How precisely European equity ETFs mirror their flagship benchmarks? Evidence from funds replicating performance of Euro Stoxx 50 Index

Published:2022-10-02 Issue:2 Volume:24 Page:121-135
ISSN:1470-8272
Container-title:Journal of Asset Management
language:en
Short-container-title:J Asset Manag

Author:

Feder-Sempach Ewa^ORCID,Miziołek Tomasz^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Link

https://link.springer.com/content/pdf/10.1057/s41260-022-00287-9.pdf

Reference42 articles.

1. Baş, N.K., and S.E. Sarıoğlu. 2015. Tracking ability and pricing efficiency of exchange traded funds: Evidence from Borsa Istanbul. Business and Economics Research Journal 6 (1): 19–33.

2. BlackRock. 2012. ETF Due Dilligence. A framework to help investors select the right European Exchange Traded Products (ETPs).

3. BlackRock. 2019. iShares Securities Lending. Unlocking the potential of portfolios, https://www.ishares.com/uk/professional/en/literature/brochure/ishares-securities-lending-en-emea-pc.pdf.

4. Blitz, D., and J. Huij. 2012. Evaluating the performance of global emerging markets equity exchange-traded funds. Emerging Markets Review 13 (2): 149–158.

5. Charupat, N., and P. Miu. 2013. Recent developments in exchange-traded funds literature. Pricing efficiency, tracking ability and effects on underlying assets. Managerial Finance 39 (5): 427–443. https://doi.org/10.1108/03074351311313816.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Influence of Board Characteristics on Corporate Social Performance;Journal of Social Entrepreneurship;2024-04-03