Dr. Aakanksha Sethi

Journal Publications :

  1. Tripathi, V. and Sethi, A. (2023), 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, Vol. ahead-of-print No. ahead-of-print. https://doi.org/10.1108/IJOEM-03-2021-0311
  2. Sethi, A., & Tripathi, V. (2019). Pricing efficiency and trading characteristics of exchange traded funds: the case of Indian index ETFs. IUP Journal of Applied Finance, 25(3), 22-46.
  3. Tripathi, V., & Sethi, A. (2021). An Evaluation of the Tracking Performance of Exchange Traded Funds (ETFs): The Case of Indian Index ETFs. Vision. https://doi.org/10.1177/0972262921996485
  4. Jhunjhunwala, S. and Sethi, A. (2022), “Do ETFs affect the return co-movement of their underlying assets? Evidence from an emerging market”, Managerial Finance, Vol. ahead-of-print No. ahead-of-print. https://doi.org/10.1108/MF-01-2022-0003
  5. Sethi, A., & Tripathi, V. (2022). Excess Volatility and Costly Arbitrage in Exchange Traded Funds (ETFs): Evidence from India. Global Business Review, 23(2), 334–353.
  6. Gupta, S., & Sethi, A. Performance Appraisal of Exchange Traded Fund vis-a-vis Index Funds in India. Apeejay Business Review, 14.

Chapter in Edited Book :

  • Tripathi, V., & Sethi, A. (2019). Volatility and Tracking Errors in Exchange Traded Funds: Evidence from India. In Neeta Tripathi (Eds.). Contemporary Trends and Business Finance (An Indian Perspective). New Delhi Publishing