Abusing ETFs

B-Tier
Journal: Review of Finance
Year: 2017
Volume: 21
Issue: 3
Pages: 1217-1250

Authors (4)

Utpal Bhattacharya (Hong Kong University of Scienc...) Benjamin Loos (not in RePEc) Steffen Meyer (not in RePEc) Andreas Hackethal (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using data from a large German brokerage, we find that individuals investing in passive exchange-traded funds (ETFs) do not improve their portfolio performance, even before transaction costs. Further analysis suggests that this is because of poor ETF timing as well as poor ETF selection (relative to the choice of low-cost, well-diversified ETFs). An exploration of investor heterogeneity shows that though investors who trade more have worse ETF timing, no groups of investors benefit by using ETFs, and no groups will lose by investing in low-cost, well-diversified ETFs.

Technical Details

RePEc Handle
repec:oup:revfin:v:21:y:2017:i:3:p:1217-1250.
Journal Field
Finance
Author Count
4
Added to Database
2026-01-24