Volume : V, Issue : V, May - 2015

Analysis of ETFs for Better Investment: Special Evidence from NSE

G. Nithya, M. Vigneshwar

Abstract :

 Exchange Traded Fund are funds that follow a common index and traded like share in the financial market. ETFs may be attractive as investments because of their stock–like features, tax efficiency and low  costs. The risk involved in ETF’s is very low. Because of all these features they are preferred by many. In this paper an  attempt is made to know whether these ETF’s are really attractive investments and if so for whom? For this purpose  the descriptive statistics, ADF and EGARCH test were used inorder to check the volatility, stationarity and risk involved  in selected ETF’s traded in NSE.

Keywords :

ETF   volatility   ADF   EGARCH.  

Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

G.Nithya, M.Vigneshwar Analysis of ETFs for Better Investment: Special Evidence from NSE Indian Journal of Applied Research, Vol.5, Issue : 5 May 2015


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