Journal article
Recent developments in exchange‐traded fund literature
Abstract
Purpose The purpose of this paper is to provide a brief review of three strands of the literature on exchange‐traded funds. Design/methodology/approach The paper starts with a review of the history of the growth of exchange‐traded funds and their characteristics. The paper then examines the key factors and findings of the existing studies on, respectively, the pricing efficiency, the tracking ability/performance, and the impact on underlying …
Authors
Charupat N; Miu P
Journal
Managerial Finance, Vol. 39, No. 5, pp. 427–443
Publisher
Emerald
Publication Date
April 12, 2013
DOI
10.1108/03074351311313816
ISSN
0307-4358