This study examines the performance and trading characteristics of exchange-traded funds
(ETFs) in Australia. We investigate the ability of the population of index oriented (classical) …

This article presents the first study on the magnitude of tracking error and the determinants of
tracking errors using the daily figures of the Exchange Traded Funds (ETFs) traded in Hong …

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 …

Purpose–The purpose of this paper is to contribute to a better understanding of the impact of
market liquidity on the daily tracking error of exchange-traded funds (ETFs). It puts a special …

Over the past decade the growth of index funds has been substantial. This period has also
witnessed increased availability of new index-linked products (eg exchange traded funds) …

The gist of this work is to propose a minimum tracking error portfolio that could be adopted
not only as an automated alternative to ETFs but, it could also be potentially used to …

Deep learning algorithms' powerful capabilities for extracting useful latent information give
them the potential to outperform traditional financial models in solving problems of the stock …

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 …

Purpose The aim of this study is to examine the tracking performance and tracking error (TE)
of New Zealand exchange traded fsunds (ETFs). Design/methodology/approach The …

When deciding where to invest, individuals choose mutual funds based on recent past
performance, despite standard mandated disclaimers that “past performance does not …