Essays about: "Sofia Hellenborg"

Found 1 essay containing the words Sofia Hellenborg.

  1. 1. Exchange Trades Funds and Constituent Price Informativeness

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Frida Habbe; Sofia Hellenborg; [2022]
    Keywords : Exchange traded funds; price informativeness; price non-synchronicity; information costs; trader behavior;

    Abstract : 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