Aakanksha Sethi

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Publications (6)

• Return and Volatility Spillover Effects in Exchange Traded Funds (ETFs): A Cross-country Analysis
  Vision: The Journal of Business Perspective 2025 DOI: 10.1177/09722629251366822
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• Impact of foreign and domestic ETFs on the volatility and pricing-efficiency of constituents during turbulent and tranquil times: Indian evidence
  International Journal of Emerging Markets 2023 DOI: 10.1108/IJOEM-03-2021-0311
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• Do ETFs affect the return co-movement of their underlying assets? Evidence from an emerging market
  Managerial Finance 2022 DOI: 10.1108/MF-01-2022-0003
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• An Evaluation of the Tracking Performance of Exchange Traded Funds (ETFs): The Case of Indian Index ETFs
  Vision: The Journal of Business Perspective 2022 DOI: 10.1177/0972262921996485
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• Excess Volatility and Costly Arbitrage in Exchange Traded Funds (ETFs): Evidence from India
  Global Business Review 2019 DOI: 10.1177/0020294019857485
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• Comparative Performance Analysis of Index ETFs and Index Funds
  MUDRA : Journal of Finance and Accounting 2018 DOI: 10.17492/mudra.v4i02.11449
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