Essays about: "Sebastian Gerell"
Found 1 essay containing the words Sebastian Gerell.
1. Chasing Your Own Tail: The Market Stability Impact of Leveraged and Inverse Exchange-Traded FundsUniversity essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Abstract : This thesis explores the market stability impact of the positive feedback mechanism of leveraged and inverse exchange-traded funds' (LETFs) rebalancing trades. We explore potential market stability effects by analysing intraday minute-by-minute data for underlying stocks in the OMXS30 and aggregate rebalancing flows for LETFs tracking the index. READ MORE