---
title: Korean ETF Markets
url: https://www.ml-quant.com/papers/ssrn/4806849/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4806849
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4806849
featured: 2024-05-01
citations: unknown
topic: Portfolio & Allocation
---


# Korean ETF Markets

During the COVID-19 pandemic, Korean retail investors have significantly increased their involvement in the ETF market, particularly in derivative ETFs.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4806849
- Identifier: SSRN 4806849
- Released: 2024-04-25
- First featured: Quant Letter No. 47 (2024-05-01): https://www.ml-quant.com/issues/2024-05-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

## Related

- [Retail Investor Attention and Fund Performance](https://www.ml-quant.com/papers/ssrn/4992233/): A metric called Total Views, which measures retail investor attention to mutual funds, can predict retail fund flows and performance, with high-performing funds attracting more inflows.
- [Mutual Fund Managers' Appeal and Fund Flows](https://www.ml-quant.com/papers/ssrn/4586712/): Research shows that mutual funds managed by 'attractive' managers attract more investments from retail investors, despite no evidence of better fund performance.
- [Machine Learning Mutual Fund Flows](https://www.ml-quant.com/papers/ssrn/4812038/): Nonlinear machine learning models are more effective than linear models in predicting future fund flows, with past flows and the Morningstar rating as key predictors.
- [Reaching for Duration and Leverage in the Treasury Market](https://www.ml-quant.com/papers/ssrn/4816018/): The article reveals that the use of Treasury futures by mutual funds varies significantly over time and across funds, influencing the variation in aggregate Treasury futures open interest.
- [Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)](https://www.ml-quant.com/papers/ssrn/4824172/): The study investigates the success of an intraday momentum strategy on SPY, an ETF tracking the SP500, which resulted in a 1985 total return from 2007 to 2024.
- [Who Clears the Market When Passive Investors Trade?](https://www.ml-quant.com/papers/ssrn/4777585/): The article investigates the role of firms in providing shares to passive investors, particularly in response to index funds' buying.
