Essays about: "ETF"

Showing result 16 - 20 of 32 essays containing the word ETF.

  1. 16. 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

  3. 17. 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

  4. 18. 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 in Sweden. Theory: The various factors influencing HE aspirations—the extent to which 9th grade students regard future HE learning as a reasonable forecast for themselves—are here considered as indicators of social capital, as value that accrues through one’s social ties and achievements. READ MORE

  5. 19. Alterations in the Liquidity Premium as an Effect of Exchange Traded Funds : A Study Performed on Nasdaq Composite between 1997 and 2016

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Axel Andersson; Emanuel Svanberg; [2018]
    Keywords : Liquidity Premium; Characteristic Liquidity; Systematic Liquidity; Indexation; Exchange Traded Funds; Fama-MacBeth Regression;

    Abstract : Investors have historically demanded a return premium for taking on the risk of illiquidity both in terms of characteristic and systematic liquidity risk. Recent research have presented results suggesting that the liquidity premium is diminishing. READ MORE

  6. 20. Performance and Efficiency of the Nordic Exchange Traded Fund Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anna Dahlstedt; Amanda Blomdahl; [2018]
    Keywords : Exchange traded funds; Leveraged ETF; Performance; Tracking error; Price deviation;

    Abstract : ETFs are experiencing rapid growth as a passive investment instrument. Due to the recent MiFID II and PRIIPS regulations, Nordic ETFs are becoming increasingly relevant for European investors. READ MORE