Exchange traded funds: History, trading, and research

L Deville - Handbook of financial engineering, 2008 - Springer
One of the most spectacular successes in financial innovation since the advent of financial
futures is probably the creation of exchange traded funds (ETFs). As index funds, they aim at …

[PDF][PDF] ETFs: finding your way around active risk

M Dethleffsen, M Rudolf - Problems and perspectives in …, 2012 - irbis-nbuv.gov.ua
This paper analyzes the influence factors for market imperfections in the ETF market. The
specific imperfections studied here are empirical tracking errors and deviations of market …

[BOOK][B] Bewertung von exchange traded funds: eine Analyse von Performance und Marktunvollkommenheiten in Europa

MI Dethleffsen - 2011 - books.google.com
Der europäische Markt für ETFs hat sich über die letzte Dekade im Hinblick auf seine Größe
und Vielfalt rasant entwickelt. ETFs sind mittlerweile als Anlageinstrument vom …

[PDF][PDF] The impact of Exchange Traded Funds on the microstructure of their constituent shares: A South African case

F Peerbhai - 2020 - researchgate.net
The creation of the Exchange Traded Fund (ETF) has revolutionised the global asset
management industry since its inception three decades ago, with the result that this …