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Searched for: [ Keywords: "ETFs" ] clear all
Journal Article
A Study on the Performance of Japanese ETFs
by Gerasimos G. Rompotis
Abstract
The current study examines the performance of 76 Japanese equity Exchange Traded Funds (ETFs) over the period 1/1/2018-12/31/2022. Performance is estimated in several ways, that is, raw returns, alphas from single- and multi-factor regression models, and risk-adjusted returns. The market timing skills of ETF managers are examined too. The results reveal that, on average, the ex [...] Read more