Essays about: "Sofia Hellenborg"
Found 1 essay containing the words Sofia Hellenborg.
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1. Exchange Trades Funds and Constituent Price Informativeness
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis aims to investigate the relationship between exchange-traded funds and the price informativeness of their constituents using daily data on the proxies ETF coverage and price non-synchronicity over a period of 4.5 years, and finds some statistically significant evidence of a negative relationship. READ MORE
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