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dc.contributor.authorGan, Christopher
dc.contributor.authorBahadar, Stephen
dc.contributor.authorNguyen, Cuong
dc.date.accessioned2021-03-22T20:53:03Z
dc.date.issued2018-12-12
dc.identifier.urihttps://hdl.handle.net/10182/13620
dc.description.abstractAsynchronous trading hours between Exchange-Traded Funds (ETFs) and their benchmarks markets not only make it difficult to apply full replication strategy but they also make the creation/redemption process ineffective and consequently distress the performance of the international ETFs. Despite the exponential growth of ETF industry in general and international ETFs in particular, the performance of international ETFs is under-researched. Therefore, this study evaluates the performance of the US-listed international ETFs by analysing the return and volatility, tracking ability and pricing efficiency. The study findings are equally useful to the investors and practitioners interested to understand the various aspects of the performance of international ETFs.en
dc.format.extent1en
dc.language.isoen
dc.relationThe original publication is available from - https://infiniticonference.com/i2018ap/en
dc.sourceThe 2nd INFINITI Conference on International Finance Asia-Pacificen
dc.subjectETFsen
dc.subjectCAPMen
dc.subjectreturn and volatilityen
dc.subjecttracking erroren
dc.subjectpremium discounten
dc.titleRandom walk of international exchange-traded fundsen
dc.typeConference Contribution - published
lu.contributor.unitLincoln University
lu.contributor.unitFaculty of Agribusiness and Commerce
lu.contributor.unitDepartment of Financial and Business Systems
pubs.finish-date2018-12-11en
pubs.organisational-group/LU
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce/FABS
pubs.organisational-group/LU/Research Management Office
pubs.organisational-group/LU/Research Management Office/PE20
pubs.organisational-group/LU/Research Management Office/QE18
pubs.publication-statusPublisheden
pubs.publisher-urlhttps://infiniticonference.com/i2018ap/en
pubs.start-date2018-12-10en
lu.identifier.orcid0000-0002-5618-1651
lu.subtypeConference Abstracten


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