Tracking Errors of Exchange Traded Funds in Bursa Malaysia

This study measures the tracking errors of exchange traded funds (ETFs) listed in Bursa Malaysia. Five measures of tracking errors are estimated in this study for the seven ETFs involved. Overall, the best ETF is METFAPA with the least tracking error. The ranking of the remainder ETFs, in the ascen...

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Bibliographic Details
Main Authors: Ku, Alfred Alfred Ing-Soon, Liew, Venus Khim-Sen, Puah, Chin Hong
Format: E-Article
Language:English
Published: Macrothink Institute, Inc. 2019
Subjects:
Online Access:http://ir.unimas.my/id/eprint/28222/1/Tracking%20Errors%20of%20exchange%20traded%20funds%20in%20Bursa%20Malaysia%20-%20Copy.pdf
http://ir.unimas.my/id/eprint/28222/
http://www.macrothink.org/journal/index.php/ajfa/article/view/15235
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