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Published in:

Volume 5 Issue 12
December-2018
eISSN: 2349-5162

Unique Identifier

JETIREB06009

Page Number

86-95

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Title

An Analysis of Relationship between NAV of select ETFs and Market Price in India

ISSN

2349-5162

Cite This Article

"An Analysis of Relationship between NAV of select ETFs and Market Price in India", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 12, page no.86-95, December 2018, Available :http://www.jetir.org/papers/JETIREB06009.pdf

Abstract

This study examined the relationship between market price and NAV of select Exchange Traded Funds (ETF). The study employed ADF Unit Root Test for establishment of casual relationship between market price and NAV of ETFs traded in NSE. The study revealed that the daily closing price and NAV of the selected ETFs are stationary in first difference and casuality test indicate bidirectional relationship between market price and NAV

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"An Analysis of Relationship between NAV of select ETFs and Market Price in India", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 12, page no. pp86-95, December 2018, Available at : http://www.jetir.org/papers/JETIREB06009.pdf

Publication Details

Published Paper ID: JETIREB06009
Registration ID: 233564
Published In: Volume 5 | Issue 12 | Year December-2018
DOI (Digital Object Identifier):
Page No: 86-95
ISSN Number: 2349-5162

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Cite This Article

"An Analysis of Relationship between NAV of select ETFs and Market Price in India", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 12, page no. pp86-95, December 2018, Available at : http://www.jetir.org/papers/JETIREB06009.pdf




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