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Applied Economics Letters Volume 28, 2021 - Issue 14
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Research Article

Relative efficiency of equity ETFs: an adaptive market hypothesis perspective

Kunal Sahaa Institute for Financial Management and Research (IFMR), University of Madras, Chennai, IndiaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-9627-0851
ORCID Icon,
Vinodh Madhavanb Amrut Mody School of Management, Ahmedabad University, Ahmedabad, IndiaORCID Iconhttps://orcid.org/0000-0002-2542-6089
ORCID Icon &
G. R. Chandrashekharc IFMR Graduate School of Business, Krea University, Chennai, India
Pages 1202-1207 | Published online: 09 Aug 2020

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Kunal Saha, Vinodh Madhavan & G. R. Chandrashekhar. (2023) Relationship between ETFs and underlying indices: a fractional cointegration approach. Applied Economics 55:27, pages 3184-3193.
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Articles from other publishers (2)

Diana Saldanha, T. Mallikarjunappa & Kofi Mintah Oware. (2023) Determinants of Adaptive Behaviour in Stock Market: A Review. Vision: The Journal of Business Perspective, pages 097226292211488.
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Kunal Saha, Vinodh Madhavan & G. R. Chandrashekhar. (2022) Effect of COVID-19 on ETF and index efficiency: evidence from an entropy-based analysis. Journal of Economics and Finance 46:2, pages 347-359.
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