These papers represent a rich and diverse collection of studies on ETFs covering their effects on the underlying securities, their informational efficiency, the management and trading of leveraged ETFs, the high-frequency analysis on ETF pricing deviation, and a review on recent development of the ETF literature. They have significantly advanced our knowledge, not only on different research issues on ETFs, but also on other related research areas. A better understanding of these issues can enhance the efficiency in the trading and management of ETFs, which will in turn benefit the investors and market participants operating in the ETF and related markets.