ETF flows on volatility of NAV returns: Evidence from Chinese markets

The main purpose of this study is to empirically investigate the relationship between ETF flows and the volatility of NAV returns in Chinese ETF markets. Our empirical findings show that there is a positive relationship between ETF flows and the volatility of NAV returns. Additional analysis using...

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Bibliographic Details
Main Authors: Jiayuan Tian, Seungho Shin, Atsuyuki Naka
Format: Article
Language:English
Published: Tuwhera Open Access Publisher 2025-05-01
Series:Applied Finance Letters
Online Access:https://ojs.aut.ac.nz/applied-finance-letters/article/view/942
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