Essays about: "Emanuel Svanberg"

Found 1 essay containing the words Emanuel Svanberg.

  1. 1. 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