Sökning: "Exchange traded funds"

Visar resultat 11 - 15 av 35 uppsatser innehållade orden Exchange traded funds.

  1. 11. ESG Performance in Exchange Traded Funds (ETFs) and Fixed Income in the Context of Home Bias

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jasper Chan; Min Chan Kim; [2020]
    Nyckelord :Home Bias · ESG · ETF · ESG Equities · Fixed Income; Business and Economics;

    Sammanfattning : This paper explores home bias and the performance of exchange traded funds (ETFs) and bonds under the context of Environmental, Social and Governance (ESG). It analyzes investment strategies led by non-financial variables such as sustainable and responsible investment and how it affects the expected returns and risk and if the home bias phenomenon is weaker when following the said strategy. LÄS MER

  3. 12. Does ETF Ownership Increase Stock Volatility?

    Kandidat-uppsats,

    Författare :Daniel Bysted; John Lundkvist; [2019-07-05]
    Nyckelord :Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Sammanfattning : 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. LÄS MER

  4. 13. ETF OWNERSHIP AND THE VOLATILITY OF U.S. STOCKS

    Kandidat-uppsats,

    Författare :Max Hansson; Oscar Perers; [2018-07-16]
    Nyckelord :Exchange traded funds; volatility; arbitrage;

    Sammanfattning : This thesis explores the effect ownership by exchange traded funds have on the volatility of their underlying securities. We build upon the research conducted by Ben-David, Franzoni and Moussawi (2017a) and first replicate the results presented by them that ownership by exchange traded funds increase volatility. LÄS MER

  5. 14. Alterations in the Liquidity Premium as an Effect of Exchange Traded Funds : A Study Performed on Nasdaq Composite between 1997 and 2016

    Master-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Axel Andersson; Emanuel Svanberg; [2018]
    Nyckelord :Liquidity Premium; Characteristic Liquidity; Systematic Liquidity; Indexation; Exchange Traded Funds; Fama-MacBeth Regression;

    Sammanfattning : Investors have historically demanded a return premium for taking on the risk of illiquidity both in terms of characteristic and systematic liquidity risk. Recent research have presented results suggesting that the liquidity premium is diminishing. LÄS MER

  7. 15. Performance and Efficiency of the Nordic Exchange Traded Fund Market

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Anna Dahlstedt; Amanda Blomdahl; [2018]
    Nyckelord :Exchange traded funds; Leveraged ETF; Performance; Tracking error; Price deviation;

    Sammanfattning : 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. LÄS MER