Essays about: "ETF"

Showing result 1 - 5 of 19 essays containing the word ETF.

  1. 1. Trading Volatility : Trading strategies based on the VIX term structure.

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Oskar Fransson; Henrik Mark Almqvist; [2020]
    Keywords : Volatility; VIX futures; VIX ETP; VIX ETF; VIX ETN; VIX index; VIX term structure; VIX trading; Volatility trading; Contango; Backwardation; Roll yield; Options; Futures;

    Abstract : This study investigates how term structure dynamics of VIX futures can be exploited forabnormal returns. To be able to access volatility as a tradeable asset, the trading strategiesonly trades ETFs which are designed to replicate the movements of VIX futures index. READ MORE

  2. 2. Does ETF Ownership Increase Stock Volatility?

    University essay from

    Author : Daniel Bysted; John Lundkvist; [2019-07-05]
    Keywords : Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Abstract : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. READ MORE

  3. 3. ETFs and Volatility - An empirical study in the Swedish stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lukas Bantle; Nikolai Doepel; [2019]
    Keywords : ETF; volatility; arbitrage; noise; price discovery;

    Abstract : ETFs have experienced tremendous growth and with it have gained increased relevance in the market over the last decade. Because of their special characteristics and close connection to their underlying securities, ETFs may propagate liquidity shocks through arbitrage channels into their underlying securities and thus increase the volatility of these securities. READ MORE

  4. 4. 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

  5. 5. FACTORS THAT INFLUENCE 9th GRADE STUDENTS’ HIGHER EDUCATION ASPIRATIONS IN SWEDEN The role of gender, parental nationality, parental education and academic self-concept

    University essay from Göteborgs universitet/Institutionen för pedagogik och specialpedagogik

    Author : Elpis Grammatikopoulou; [2018-04-24]
    Keywords : higher education aspirations; gender; parental nationality; parental education; theoretical self-concept; aesthetic self-concept;

    Abstract : Aim: The purpose of this study is to explore the influence of gender, parental nationality,parental education, and academic self-concept on the HE aspirations of 9th grade students inSweden.Theory: The various factors influencing HE aspirations—the extent to which 9th grade studentsregard future HE learning as a reasonable forecast for themselves—are here considered asindicators of social capital, as value that accrues through one’s social ties and achievements. READ MORE