Performance evaluation of exchange-traded funds in emerging markets

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dc.contributor.advisor Boabang, Francis
dc.coverage.spatial China
dc.creator Li, Yanyan
dc.date.accessioned 2013-09-12T17:59:55Z
dc.date.available 2013-09-12T17:59:55Z
dc.date.issued 2013
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/25164
dc.description 1 online resource (iii, 25 p.) : ill.
dc.description Includes abstract.
dc.description Includes bibliographical references (p. 22-25).
dc.description.abstract This paper evaluates the performance of ETFs in the global emerging markets, focusing on China. Historical data on six ETFs are collected through the period 2012 to 2013. To examine the performance of the ETFs based on the sample, this paper employs the methodology of Jensen’s Alpha, Sharpe Ratio and Tracking Error. The results of the empirical study confirm under performance of the selected ETFs in China relative to the market. However, ETFs have some other advantages as an investment instrument such as low expense and tax efficiency. en_CA
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dc.language.iso en en_CA
dc.publisher Halifax, N.S. : Saint Mary's University
dc.title Performance evaluation of exchange-traded funds in emerging markets en_CA
dc.type Text en_CA
thesis.degree.name Master of Finance
thesis.degree.level Masters
thesis.degree.discipline Finance, Information Systems, & Management Science
thesis.degree.grantor Saint Mary's University (Halifax, N.S.)
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