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Carla Oliveira Henriques, Maria Elisabete Neves and João Jorge Couceiro
This paper examines the efficiency of alternative energy equity Exchange-Traded Funds (ETFs) and conventional energy equity ETFs from 2018 to 2020, utilizing a combination of an output-oriented Slack-Based Data Envelopment Analysis (DEA) model and cluste...
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Monday Uhunmwangho
Pág. 94 - 100
Recent regulations are directed at mitigating financial market risk, because risks, especially volatility dampen investors? confidence, and hinder firms? ability to raise funds at the exchange. Though, volatility had been investigated in the past, the jo...
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Ioannis E. Tsolas
Selecting funds is a common problem for investors who use published available data on fund indicators while they are selecting the funds. Since this process deals with more than one indicator, the investing issue becomes multi-criteria decision-making (M...
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Bo?ena Chovancová, Michaela Dorocáková and Dagmar Linnertová
A high liquidity, low expense ratio and the possibility to conduct arbitrage allow exchange-traded funds (ETFs) to be used for short sales. Bearish investors can also buy inverse ETFs. This paper aims to outline two investment approaches for bearish ETF ...
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Akram Alkhatib and Murad Harasheh
In today?s interrelated economies, financial information travel at speed of light to reach investors around the globe. Global financial markets experience regular shocks that transmit negative waves to other equity markets and different asset classes. Gi...
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Chia-Lin Chang, Michael McAleer and Chien-Hsun Wang
It is well known that there is an intrinsic link between the financial and energy sectors, which can be analysed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other?s subsequent volatilit...
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Edson Kambeu
Pág. 141 - 148
In this paper we analyse the role of Exchange Traded Funds (ETFs) in the price discovery process of stocks listed at the Botswana Stock Exchange.Using daily returns data covering the period 3 January 2013 to 31 December 2015 for Beta Betta ETF and Domest...
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Stoyu I. Ivanov
In this study, we attempt to identify the asset which has the best hedging characteristics against inflation. We study stock, bond, commodity, real estate and oil indexes. We also study these indexes tracking exchange traded funds (ETFs) to determine the...
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Elisângela de Magalhães Soares,Bruno Milani
Pág. 26 - 42
The objective of this study is to compare the performance of traditional investment funds and Exchange traded funds (ETFs), which benchmarks are Ibovespa, IBrX and Sustainability Indexes, as well as free funds using daily frequency data covering the peri...
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Maria Alcina Rodrigues Batista Sanfins,Antonio Marcos Duarte Júnior
Pág. 201 - 227
This article considers the use of Exchange-Traded Funds (ETFs) for indexing the portfolios of pension funds in Brazil. A methodology is proposed to allow the portfolio managers to combine ETFs and the assets composing its benchmark. The methodology is ba...
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