Alliance University, Bengaluru
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https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14506| Title: | Pricins Efficiency of Exchanse Traded Funds in India |
| Authors: | Yp. Singh Swati Garg |
| Keywords: | Exchange Traded Funds Pricing Efficiency Premiums and Discounts |
| Issue Date: | 2012 |
| Publisher: | Journal of Accounting and Finance |
| Abstract: | This study empirically examines the pricing efficiency of Exchange Traded Funds (ETFs) in India in terms of the deviations of price from Net Asset Value (NAV) as well as the persistence of such deviations. A sample of twelve ETFs listed on the National Stock Exchange of India has been analyzed in this study over a period ranging from January 2002 to December 2009. We find evidence of significant pricing deviations (premiums and discounts) for all the ETFs analyzed in this study. |
| URI: | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14506 |
| Appears in Collections: | Articles to be qced |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Pricins Efficiency of Exchanse Traded Funds in India.pdf | 842.96 kB | Adobe PDF | View/Open |
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