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Cogent Economics & Finance Volume 9, 2021 - Issue 1
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GENERAL & APPLIED ECONOMICS

Investor overconfidence in the South African exchange traded fund market

Damien Kunjal1 Department of Business Management, University of the Free State, BloemfonteinSouth AfricaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-3121-6969View further author information
ORCID Icon &
Faeezah Peerbhai2 School of Accounting, Economics and Finance, University of KwaZulu-Natal, South AfricaView further author information
|
Mohammed M Elgammal3 University of Qatar, Doha, QATARView further author information
(Reviewing editor)
Article: 1978190 | Received 17 Jun 2021, Accepted 04 Sep 2021, Published online: 09 Sep 2021

Figures & data

Table 1. VAR model estimates for the market of ETFs with domestic benchmarks

Table 2. VAR model estimates for the market of ETFs with international benchmarks

Figure 1. Impulse response functions for the VAR model estimated for the market of ETFs with domestic benchmarks

Notes:The blue line represents the impulse response and the red lines represent two standard error bands.
Figure 1. Impulse response functions for the VAR model estimated for the market of ETFs with domestic benchmarks

Figure 2. Impulse response functions for the VAR model estimated for the market of ETFs with international benchmarks

Notes:The blue line represents the impulse response and the red lines represent two standard error bands.
Figure 2. Impulse response functions for the VAR model estimated for the market of ETFs with international benchmarks

Table 3. Panel VAR model estimates for ETFs with domestic benchmarks

Table 4. Panel VAR model estimates for ETFs with international benchmarks

Figure 3. Impulse response functions for ETFs tracking domestic benchmarks

Notes:The blue line represents the impulse response and the red lines represent two standard error bands.
Figure 3. Impulse response functions for ETFs tracking domestic benchmarks

Figure 4. Impulse response functions for ETFs tracking international benchmarks

Notes:The blue line represents the impulse response and the red lines represent two standard error bands.
Figure 4. Impulse response functions for ETFs tracking international benchmarks

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