average model based on an Elton et al . (2002) to estimate if tracking error or pricing deviation are more relevant in ETF … deviations are negative with the exception of the FXA pricing deviation which is a positive $0.17; the rest of the ETFs pricing … funds’ pricing deviation than tracking error. Research limitations/implications – The paper uses high-frequency one …

Purpose – The purpose of this study is to extend the work of DeFusco, Ivanov and Karels by examining pricing deviation …, which is the ETF pricing deviation. Findings – The paper finds that the DIA, SPY and QQQQ pricing deviations are 0.0429, −0 … (increase) in the pricing deviation of QQQQ after December 1, 2004 which DeFusco, Ivanov and Karels could not explain. On …

Purpose – The purpose of this study is to extend the work of DeFusco, Ivanov and Karels by examining pricing deviation …, which is the ETF pricing deviation. Findings – The paper finds that the DIA, SPY and QQQQ pricing deviations are 0.0429, -0 … (increase) in the pricing deviation of QQQQ after December 1, 2004 which DeFusco, Ivanov and Karels could not explain. On …