Performance evaluation of exchange-traded funds in emerging markets

Li, Yanyan

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.description.provenance	Made available in DSpace on 2013-09-12T17:59:55Z (GMT). No. of bitstreams: 1 li_yanyan_mrp_2013.pdf: 609806 bytes, checksum: f15885fca2d68bf8606dddb7f5c3b504 (MD5)	en
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.)