Essays about: "ETFs"

Showing result 1 - 5 of 29 essays containing the word ETFs.

  1. 1. Momentum in ESG Indexes : A study on the passive capital flows effect on ESG stock prices

    University essay from Umeå universitet/Företagsekonomi

    Author : Levin Heger; Lisa Åkerman; [2021]
    Keywords : ESG; Momentum; Passive Investments; Index investments; ETFs; Sustainable Finance; Price-to-earnings; Overvaluation; Herd Investing;

    Abstract : The aim with this thesis is to investigate whether increased capital flows to ESG screened indexes create higher price-to-earnings (P/E) ratios and momentum in the included stocks during the chosen time period of three years, from 2018 to 2020. The thesis will evaluate the capital flows to ESG indexes and compare both performance and P/E ratios between those and their corresponding Mother indexes. READ MORE

  2. 2. Responsible Investing in Exchange-Traded Funds : An empirical analysis of information obstacles faced by retail investors

    University essay from KTH/Skolan för industriell teknik och management (ITM); KTH/Skolan för industriell teknik och management (ITM)

    Author : Anna Lisa Reich; Christian Sass; [2021]
    Keywords : Responsible investing; retail investor; exchange-traded fund; investment decision; ESG; investment obstacles; Ansvarsfull investering; privatinvesterare; börshandlad fond; investeringsbeslut; ESG; investeringshinder;

    Abstract : In the context of the Sustainable Development Goals and the Paris Agreement, the European Union has devised a sustainable finance strategy that relies on the engagement of both institutional and private investors in responsible investing to deliver on those goals. Several studies have found high interest in responsible investing among retail investors, but a relatively low engagement therein. READ MORE

  3. 3. Does the Active Country Momentum Portfolio Beat the Passive Market Portfolio? : an empirical study on exchange-traded funds

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet; Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Anton Ericsson; Anton Erickson; [2021]
    Keywords : Momentum strategy; Exchange-traded funds; Efficient markets; Inefficient markets; Sharpe ratio; Jensen’s alpha; Morningstar risk-adjusted return;

    Abstract : The thesis examines the strategy of country momentum and is evaluated with 30 different country exchange-traded funds (ETFs) for the period 1996-2018. The empirical evaluation is designed to apply different formation- and holding periods with overlapping portfolios. READ MORE

  4. 4. Investor perception of algorithms: A study on Swedish retail investors' perception of algorithms in quantitative exchange traded funds

    University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Author : Isak Andersson; Veronica Törnbom; [2021]
    Keywords : ETFs; Algorithms; Bullshit; Nonsense mathematics; Decision-making;

    Abstract : ETFs are increasing in popularity, enabling short-term trading to a much higher degree than mutual funds. The ETFs with the highest average management fee are those utilising quantitative models. This incentivises providers to market such products as they earn a higher kickback commission from quantitative ETF sales than they do others. READ MORE

  5. 5. ESG Investing through ETFs - An effective way to circumvent volatility?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Agnes Strignert; Ellen Malm; [2021]
    Keywords : ETFs; ESG; sustainability; volatility; GARCH.; Business and Economics;

    Abstract : This study highlights relatively new investment phenomena such as ETF investing and forthcoming trends in placement strategies to incorporate long-term visions and sustainable holdings. ETFs are popular for several reasons, but the investment vehicle also has some embodied volatility, in contrast to more traditional securities, making them less desirable for the risk-averse investor. READ MORE