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Analysis of Tracking Performance and Tracking Error in the Exchange-Traded Fund in Tehran Stock Exchange

Author

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  • Kaviani, Meysam

    (Department of Management and Accounting, Karaj Branch, Islamic Azad University, Karaj, Iran)

  • Gavara, Maryam

    (Department of Management and Accounting, Karaj Branch, Islamic Azad University, Karaj, Iran)

  • Mansour Gorgani, Abolfazl

    (financial management, Islamic Azad University, Karaj branch)

Abstract

This research in Tehran Stock Exchange has analyzed the tracking performance of ETFs, i.e. how funds can repeat their pattern (index) and also their tracking error. Tracking performance with CAPM and index models, as well as the analysis of the presence or absence of balance of funds in the long

Suggested Citation

  • Kaviani, Meysam & Gavara, Maryam & Mansour Gorgani, Abolfazl, 2024. "Analysis of Tracking Performance and Tracking Error in the Exchange-Traded Fund in Tehran Stock Exchange," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 17(59), pages 127-154, June.
    • Handle: RePEc:mbr:jmbres:v:17:y:2024:i:59:p:127-154
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