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Diversification Benefits of iShares and Closed‐End Country Funds

Citations

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Cited by:

  1. Kent T. Saunders, 2018. "Analysis of International ETF Tracking Error in Country-Specific Funds," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(2), pages 151-160, June.
  2. Patrick Kuok-Kun Chu, 2016. "Analysis and Forecast of Tracking Performance of Hong Kong Exchange-Traded Funds: Evidence from Tracker Fund and X iShares A50," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-26, December.
  3. Yousefi, Hamed & Najand, Mohammad, 2022. "Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
  4. Chelley-Steeley, Patricia & Park, Keebong, 2011. "Intraday patterns in London listed Exchange Traded Funds," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 244-251.
  5. Chelley-Steeley, Patricia & Park, Keebong, 2010. "The adverse selection component of exchange traded funds," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 65-76, January.
  6. M. Barari & Brian Lucey & S. Voronkova, 2008. "Reassessing co-movements among G7 equity markets: evidence from iShares," Applied Financial Economics, Taylor & Francis Journals, vol. 18(11), pages 863-877.
  7. Harper, Joel T. & Madura, Jeff & Schnusenberg, Oliver, 2006. "Performance comparison between exchange-traded funds and closed-end country funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 104-122, April.
  8. Gutierrez, Jose A. & Martinez, Valeria & Tse, Yiuman, 2009. "Where does return and volatility come from? The case of Asian ETFs," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 671-679, October.
  9. Samuel Kyle Jones & Michael Stroup, 2010. "Closed-end country fund premiums and economic freedom," Applied Financial Economics, Taylor & Francis Journals, vol. 20(21), pages 1639-1649.
  10. David Puelz & Carlos M. Carvalho & P. Richard Hahn, 2015. "Optimal ETF Selection for Passive Investing," Papers 1510.03385, arXiv.org, revised Nov 2015.
  11. Alex P. Taylor, 2005. ""Discussion of" Risk Exposures and International Diversification: Evidence from iShares," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3-4), pages 773-776.
  12. Yiuman Tse & Jose A. Gutierrez, 2009. "Where does Volatility and Return Come From? The Case of Asian ETFs," Working Papers 0063, College of Business, University of Texas at San Antonio.
  13. Maosen Zhong & Hui Yang, 2005. "Risk Exposures and International Diversification: Evidence from iShares," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3-4), pages 737-772.
  14. Huang, Mei-Yueh & Lin, Jun-Biao, 2011. "Do ETFs provide effective international diversification?," Research in International Business and Finance, Elsevier, vol. 25(3), pages 335-344, September.
  15. Yang, Jian & Cabrera, Juan & Wang, Tao, 2010. "Nonlinearity, data-snooping, and stock index ETF return predictability," European Journal of Operational Research, Elsevier, vol. 200(2), pages 498-507, January.
  16. Vinay Datar & Raymond So & Yiuman Tse, 2008. "Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 379-393, November.
  17. S Owen Williams, 2014. "Country ETFs, currencies and international diversification," Journal of Asset Management, Palgrave Macmillan, vol. 15(6), pages 392-414, December.
  18. Gaurav Raizada & Vartika Srivastava & S. V. D. Nageswara Rao, 2020. "Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 1-28, March.
  19. Gerasimos G Rompotis, 2010. "Investing overseas from home: The case of Asian iShares," Journal of Asset Management, Palgrave Macmillan, vol. 11(1), pages 1-18, April.
  20. Chen, Honghui & Morse, Joel N. & Nguyen, Hoang Huy, 2009. "Changes in the liquidity of closed-end country funds after the introduction of World Equity Benchmarks," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1081-1094, August.
  21. Hughen, J. Christopher & Mathew, Prem G., 2009. "The efficiency of international information flow: Evidence from the ETF and CEF prices," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 40-49, March.
  22. O'Hagan-Luff, Martha & Berrill, Jenny, 2015. "Why stay-at-home investing makes sense," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 1-14.
  23. Tse, Yiuman & Martinez, Valeria, 2007. "Price discovery and informational efficiency of international iShares funds," Global Finance Journal, Elsevier, vol. 18(1), pages 1-15.
  24. Kim, Jinhwan & Cho, Hoon & Seok, Sangik, 2023. "Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  25. Mahua Barari & Brian Lucey & Svitlana Voronkova, 2005. "Integration among G7 Equity Market: Evidence from iShares," The Institute for International Integration Studies Discussion Paper Series iiisdp078, IIIS.
  26. Chanwit Phengpis & Peggy E. Swanson, 2009. "iShares and the US Market Risk Exposure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 972-986, September.
  27. Chanwit Phengpis & Peggy E. Swanson, 2009. "iShares and the US Market Risk Exposure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7-8), pages 972-986.
  28. Shin, Sangheon & Soydemir, Gökçe, 2010. "Exchange-traded funds, persistence in tracking errors and information dissemination," Journal of Multinational Financial Management, Elsevier, vol. 20(4-5), pages 214-234, December.
  29. Raphael Cunha & Andreas Kern, 2022. "Global banking and the spillovers from political shocks at the core of the world economy," The Review of International Organizations, Springer, vol. 17(4), pages 717-749, October.
  30. Samuel Jones & Michael Stroup, 2013. "Economic freedom and the mispricing of single-state municipal bond closed-end funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 173-187, April.
  31. Lee, Hsiu-Chuan & Hsu, Chih-Hsiang & Lee, Yun-Huan, 2016. "Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 279-296.
  32. Laurent Deville, 2008. "Exchange Traded Funds: History, Trading and Research," Post-Print halshs-00162223, HAL.
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