Essays about: "Oscar Perers"

Found 1 essay containing the words Oscar Perers.

  1. 1. ETF OWNERSHIP AND THE VOLATILITY OF U.S. STOCKS

    University essay from

    Author : Max Hansson; Oscar Perers; [2018-07-16]
    Keywords : Exchange traded funds; volatility; arbitrage;

    Abstract : This thesis explores the effect ownership by exchange traded funds have on the volatility of their underlying securities. We build upon the research conducted by Ben-David, Franzoni and Moussawi (2017a) and first replicate the results presented by them that ownership by exchange traded funds increase volatility. READ MORE