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

This study examined the relationship between market price and NAV of se l ect 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 casualty test indicate bidirectional relationship between market price and NAV

Year of publication:	2022
Authors:	Patra, Dr. Govind
Publisher:	[S.l.] : SSRN
Subject:	Indien \| India \| Indexderivat \| Index derivative

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