Tracking Errors of Exchange Traded Funds in Bursa Malaysia

• 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: HF5601 Accounting; HG Finance
• 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

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...