Equity Indexing

Equity Indexing

Five papers selected for this ebook demonstrate a diversity of research involving equity indexing. The first two papers examine issues related to ETFs. The third paper develops an equity indexing technique to form cointegration tracking portfolios. Finally, the last two papers use equity indexes to analyze comovements and financial integration of markets of different countries.

Cointegration–based trading: evidence on index tracking & market–neutral strategies,Cyclical comovements of the world equity indexes,Determinants of tracking error in German ETFs – the role of market liquidity,Editorial Introduction to the Special Issue on Equity Indexing,Financial integration and diversification benefits: China and ASEAN4 countries,Leveraged ETF option strategies

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