Essays about: "Nikolai Doepel"

Found 1 essay containing the words Nikolai Doepel.

  1. 1. 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