Predictable patterns in ETFs' return and tracking error
GG Rompotis - Studies in Economics and Finance, 2011 - emerald.com
Purpose – The purpose of this paper is to assess whether exchange‐traded funds (ETFs)
can beat the market, as it is expressed by the Standard and Poor (S&P) 500 Index, examine …
can beat the market, as it is expressed by the Standard and Poor (S&P) 500 Index, examine …
[PDF][PDF] Investigating European ETFs: The case of the Swiss exchange traded funds
NT Milonas, GG Rompotis - Conference of HFAA in Thessaloniki …, 2006 - efmaefm.org
In this paper we study the performance and the trading characteristics of a sample of 36 Swiss
Exchange Traded Funds during the period 2001-2006. Using daily data we find that Swiss …
Exchange Traded Funds during the period 2001-2006. Using daily data we find that Swiss …
Interfamily competition on index tracking: The case of the vanguard ETFs and index funds
GG Rompotis - Journal of Asset Management, 2009 - Springer
We provide evidence on the debate of ‘Exchange traded funds (ETFs) versus Index Funds’
using data of ETFs and index funds belonging to the same investing family. Data used …
using data of ETFs and index funds belonging to the same investing family. Data used …
The ESG ETFs in the UK
GG Rompotis - Journal of Asset Management, 2022 - Springer
This study examines the performance of 49 so-called ESG ETFs in the UK. These funds apply
environmental, social and governance criteria in their investing strategies. Raw and risk-…
environmental, social and governance criteria in their investing strategies. Raw and risk-…
Herding behavior among exchange-traded funds
GG Rompotis - Journal of Behavioral Finance, 2018 - Taylor & Francis
The author examines whether the trading behavior of exchange-traded funds (ETFs) is biased
by any herding effect. Return data of a sample of 66 and 34 large-cap and small-cap ETFs…
by any herding effect. Return data of a sample of 66 and 34 large-cap and small-cap ETFs…
[HTML][HTML] Do ESG ETFs “greenwash”? Evidence from the US market
GG Rompotis - The Journal of Impact and ESG Investing, 2023 - jesg.pm-research.com
This article investigates whether the US-traded exchange traded funds (ETFs) applying
environmental, social, and governance investing principles (ESG) are involved in “greenwashing…
environmental, social, and governance investing principles (ESG) are involved in “greenwashing…
Mergers and acquisitions: Types, principles, historical information and empirical evidence from the Greek banking sector
GG Rompotis - Aestimatio: The IEB International Journal of Finance, 2015 - agora.edu.es
This paper describes the types and main principles of mergers and acquisitions, a strategic
policy adopted by many firms worldwide in their efforts to expand their business, enter new …
policy adopted by many firms worldwide in their efforts to expand their business, enter new …
The performance of actively managed exchange-traded funds
GG Rompotis - The Journal of Index Investing, 2011 - pm-research.com
Several issues concerning the performance of the US-listed actively managed exchange-traded
funds (ETFs) are investigated in this article. The return and risk of this new type of ETF …
funds (ETFs) are investigated in this article. The return and risk of this new type of ETF …
[PDF][PDF] Dual offerings of ETFs on the same stock index: US vs. Swiss ETFs
NT Milonas, GG Rompotis - The Journal of Alternative Investments, 2010 - researchgate.net
This paper examines 29 pairs of US and Swiss ETFs written on the same stock index in the
period 2002-2008. Focusing on the institutional characteristics of the US and Swiss markets …
period 2002-2008. Focusing on the institutional characteristics of the US and Swiss markets …
[PDF][PDF] Evaluating a new hot trend: The case of water exchange-traded funds
GG Rompotis - Journal of Index Investing, 2016 - academia.edu
ETFs). According to a Bloomberg report by Eric Balchunas [2014], water ETFs do not track
the price of water nor do they invest in water utility companies. These funds basically invest in …
the price of water nor do they invest in water utility companies. These funds basically invest in …