Evaluation of Performance of Russian ETF Market

Student: Kapustina Tatiana

Supervisor: Dmitriy Alexandrovich Kachalov

Faculty: International College of Economics and Finance

Educational Programme: Double degree programme in Economics of the NRU HSE and the University of London (Bachelor)

Year of Graduation: 2017

This paper aims to provide an insight in the tracking performance and pricing efficiency of the ETF market in Russia. Russian ETF market is on its development stage with the first provider entered the MOEX in the end of 2013 Currently 12 funds issued by FinEx track the performance of MSCI equity indices of Australia, Japan, China, USA, USA IT, UK, Germany, Corporate Eurobonds, Russian-local equities, and Gold. The paper will focus on the performance of international funds.

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