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Applied Economics Letters Volume 17, 2010 - Issue 16
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Original Articles

Exchange-traded funds in bullish and bearish markets

Karen H. Y. Wong Lee Shau Kee School of Business and Administration, The Open University of Hong Kong, 8/F, 30 Good Shepherd Street, Ho Man Tin, Kowloon, Hong Kong, PR ChinaCorrespondence[email protected]
&
Wai Cheong Shum Lee Shau Kee School of Business and Administration, The Open University of Hong Kong, 8/F, 30 Good Shepherd Street, Ho Man Tin, Kowloon, Hong Kong, PR China
Pages 1615-1624 | Published online: 22 Jan 2010

Citations (18)

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Johnny K.H. Kwok. (2020) On prices and premiums of Bitcoin Investment Trust. Applied Economics Letters 27:16, pages 1323-1326.
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Prabhdeep Kaur & Jaspal Singh. (2018) Testing the Tracking Efficiency of Commodity Exchange Traded Funds (ETFs) across the Bearish and Bullish Market Regimes: Evidence from Indian Gold ETFs. Journal of Asia-Pacific Business 19:3, pages 182-202.
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Rajarshi Aroskar & Willaim A. Ogden. (2012) An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values. Applied Financial Economics 22:24, pages 2047-2062.
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Articles from other publishers (15)

Thabo J. Gopane, Noel T. Moyo & Lesego F. Setaka. (2023) Emerging market analysis of passive and active investing under bear and bull market conditions. Journal of Capital Markets Studies.
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Priya Malhotra & Pankaj Sinha. (2023) Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance. Metamorphosis: A Journal of Management Research 22:1, pages 38-54.
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Devmali Perera, Jędrzej Białkowski & Martin T. Bohl. (2022) Is the tracking error time-varying? Evidence from agricultural ETCs. Research in International Business and Finance 63, pages 101738.
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Vanita TripathiAakanksha Sethi. (2021) An Evaluation of the Tracking Performance of Exchange Traded Funds (ETFs): The Case of Indian Index ETFs. Vision: The Journal of Business Perspective 26:3, pages 339-350.
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Prabhdeep Kaur, Jaspal SinghSidharath Seth. (2021) Investigating the Dynamics of Exchange Traded Funds Across the Bear and Bull Markets: Evidence from Indian Equity ETFs. Vision: The Journal of Business Perspective 25:3, pages 350-360.
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Damien Kunjal, Faeezah Peerbhai & Paul-Francois Muzindutsi. (2021) The performance of South African exchange traded funds under changing market conditions. Journal of Asset Management 22:5, pages 350-359.
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Chien-Chiang Lee, Mei-Ping Chen & Chi-Chuan Lee. (2021) Investor attention, ETF returns, and country-specific factors. Research in International Business and Finance 56, pages 101386.
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Y V Reddy & Pinkesh Dhabolkar. (2020) Pricing Efficiency of Exchange Traded Funds in India. Organizations and Markets in Emerging Economies 11:1, pages 244-268.
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Liao Xu, Xiangkang Yin & Jing Zhao. (2019) The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. Pacific-Basin Finance Journal 58, pages 101217.
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George Tsalikis & Simeon Papadopoulos. (2019) ETFS – performance, tracking errors and their determinants in Europe and the USA. Risk Governance and Control: Financial Markets and Institutions 9:4, pages 67-76.
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Jaspal Singh & Prabhdeep Kaur. (2017) Tracking Efficiency of Exchange Traded Funds (ETFs). Paradigm 20:2, pages 176-190.
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Lo Ka Kuen Kenneth, Kin Keung Lai & Kaijian He. (2013) Modeling Exchange Traded Funds Portfolio Using Optimization Model. Modeling Exchange Traded Funds Portfolio Using Optimization Model.
Antonio Afonso & Pedro Martins Cardoso. (2017) Exchange-Traded Funds as an Alternative Investment Option: A Case Study. SSRN Electronic Journal.
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C. Valle, N. Meade & John E. Beasley. (2014) Exchange-Traded Funds: A Market Snapshot and Performance Analysis. SSRN Electronic Journal.
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Narend Subramanian & M. Thenmozhi. (2013) Performance and Price Discovery of Gold Exchange Traded Funds. SSRN Electronic Journal.
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