Essays about: "Exchange-Traded Fund"

Showing result 1 - 5 of 8 essays containing the words Exchange-Traded Fund.

  1. 1. ETF Cost Obfuscation

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ole Holte; Hans-Kristian Leite; [2022]
    Keywords : Exchange Traded Funds; Expense Ratios; Tracking Errors; Index Investing; Asset Management;

    Abstract : Index-tracking ETFs have gained popularity by both retail and institutional investors over the past years while costs in the form of fees have declined due to competitive pressures. Index-tracking funds are relatively homogenous products with only the goal of replicating an index as close as possible. READ MORE

  3. 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)

    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

  4. 3. 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

  5. 4. 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

  6. 5. Factor-Based Hedge Fund Replication Using Exchange-Traded Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Frank Hartman; Constantijn Huigen; [2017]
    Keywords : Hedge Funds; Replication; Factor Model; Exchange-Traded Funds;

    Abstract : This paper studies the performance of factor-based hedge fund replication. We use monthly data of nine exchange-traded funds to estimate clone portfolios over the sample period 2008-2016 for eleven different hedge fund indices. READ MORE