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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/20839
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dc.contributor.authorCharteris, Ailieen_UK
dc.contributor.authorChau, Frankieen_UK
dc.contributor.authorGavriilidis, Konstantinosen_UK
dc.contributor.authorKallinterakis, Vasileiosen_UK
dc.date.accessioned2014-12-23T00:52:57Z-
dc.date.available2014-12-23T00:52:57Z-
dc.date.issued2014-10en_UK
dc.identifier.urihttp://hdl.handle.net/1893/20839-
dc.description.abstractThis study investigates the extent to which ETFs' premiums and discounts motivate feedback trading in emerging markets' ETFs. Using a sample of the first-ever launched broad-index ETFs from four emerging markets (Brazil, India, South Africa and South Korea), we produce evidence denoting that feedback trading grows in significance in the presence of lagged premiums. The significance of feedback trading becomes more widespread across our sample's ETFs as the lagged premiums grow in magnitude, with evidence also suggesting that the effect of lagged premiums over feedback trading varies prior to and after the outbreak of the recent global financial crisis.en_UK
dc.language.isoenen_UK
dc.publisherElsevieren_UK
dc.relationCharteris A, Chau F, Gavriilidis K & Kallinterakis V (2014) Premiums, Discounts and Feedback Trading: Evidence from Emerging Markets' ETFs. International Review of Financial Analysis, 35, pp. 80-89. https://doi.org/10.1016/j.irfa.2014.07.010en_UK
dc.rightsPublished in International Review of Financial Analysis by Elsevier; Elsevier believes that individual authors should be able to distribute their accepted author manuscripts for their personal voluntary needs and interests, e.g. posting to their websites or their institution’s repository, e-mailing to colleagues. The Elsevier Policy is as follows: Authors retain the right to use the accepted author manuscript for personal use, internal institutional use and for permitted scholarly posting provided that these are not for purposes of commercial use or systematic distribution. An "accepted author manuscript" is the author’s version of the manuscript of an article that has been accepted for publication and which may include any author-incorporated changes suggested through the processes of submission processing, peer review, and editor-author communications.en_UK
dc.subjectfeedback tradingen_UK
dc.subjectexchange-traded fundsen_UK
dc.subjectemerging marketsen_UK
dc.titlePremiums, Discounts and Feedback Trading: Evidence from Emerging Markets' ETFsen_UK
dc.typeJournal Articleen_UK
dc.identifier.doi10.1016/j.irfa.2014.07.010en_UK
dc.citation.jtitleInternational Review of Financial Analysisen_UK
dc.citation.issn1057-5219en_UK
dc.citation.volume35en_UK
dc.citation.spage80en_UK
dc.citation.epage89en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusAM - Accepted Manuscripten_UK
dc.author.emailkonstantinos.gavriilidis@stir.ac.uken_UK
dc.citation.date08/08/2014en_UK
dc.contributor.affiliationUniversity of KwaZulu-Natalen_UK
dc.contributor.affiliationDurham Universityen_UK
dc.contributor.affiliationAccounting & Financeen_UK
dc.contributor.affiliationUniversity of Liverpoolen_UK
dc.identifier.isiWOS:000345120300007en_UK
dc.identifier.scopusid2-s2.0-84906073774en_UK
dc.identifier.wtid623639en_UK
dc.contributor.orcid0000-0001-9935-5431en_UK
dc.date.accepted2014-07-28en_UK
dcterms.dateAccepted2014-07-28en_UK
dc.date.filedepositdate2014-08-06en_UK
rioxxterms.apcnot requireden_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionAMen_UK
local.rioxx.authorCharteris, Ailie|en_UK
local.rioxx.authorChau, Frankie|en_UK
local.rioxx.authorGavriilidis, Konstantinos|0000-0001-9935-5431en_UK
local.rioxx.authorKallinterakis, Vasileios|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2014-08-08en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||2014-08-08en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/all-rights-reserved|2014-08-08|en_UK
local.rioxx.filenameFINANA735.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source1057-5219en_UK
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