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 …

[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 …

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 …

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-…

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…

[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…

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 …

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 …

[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 …

[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 …