...Susana Yu; Gwendolyn Webb Purpose We extend empirical evidence on the profitability of momentum trading to the realm of plain-equity ETFs. Design/methodology/approach We employ several ranking measures used in prior research, and for each we apply a traditional ranking based on total return...

...Buvanesh Chandrasekaran; Rajesh H. Acharya Purpose The purpose of this paper is to empirically examine the volatility and return spillover between exchange-traded funds (ETFs) and their respective benchmark indices in India. The paper uses time series data which consist of equity ETF...