Sökning: "Exchange traded funds"

Visar resultat 21 - 25 av 35 uppsatser innehållade orden Exchange traded funds.

  1. 21. Analysing Customer Behaviour in the FX Market Using Order Flow Data and Machine Learning Techniques

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Lovisa Thordin; [2015]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : This thesis has two main objectives related to trading foreign currencies. First, it is investigated how the customer order ow of Nordea is related to currency price changes. Second, the goal is to nd a new way of grouping customers that can give additional insights in the trading behaviour of dierent customers. LÄS MER

  3. 22. Does size matter? The Effect of Assets under Management on Tracking Error in the American ETF Market.

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Alexander Heino; Samuel Kromlid; [2014-10-10]
    Nyckelord :;

    Sammanfattning : Numerous studies have been conducted on the subject of tracking error of mutual funds and exchange traded funds in respect to their underlying indexes. In this paper we intend to shed some light on the causes of the tracking error and more particularly if the size of assets under management of exchange traded funds have any impact on tracking error. LÄS MER

  4. 23. Exchange-Traded Funds Emerging vs. Developed Markets

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Visar Hoti; Mikael Jonasson; [2014-05-15]
    Nyckelord :;

    Sammanfattning : We compare tracking abilities between exchange traded funds focused on emerging and developed markets. Because the ETF is a relatively new financial instrument (first inception 1993), there is limited literature on the tracking abilities for ETFs focused on emerging and developed markets. LÄS MER

  5. 24. Volatility and Skewness Transmission in International Stock Markets - A Comparison Study on ETFs and Their Underlying Indices

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

    Författare :Zihao Liu; Brian Lynch; [2014]
    Nyckelord :exchange traded funds ETFs ; volatility transmission; skewness transmission; VAR; upside downside volatility;

    Sammanfattning : This paper employs a VAR framework to investigate the differences be- tween index tracking ETFs in Germany, Japan, UK and US and their under- lying indices. Our paper investigates these differences in two different settings. LÄS MER

  7. 25. Big Data in Financial Markets: Using Search Volume Data for Market Trading Strategies

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Timothy Johnson; [2014]
    Nyckelord :Big Data; Google Trends; Gold; United States Dollar; Exchange Traded Funds; Business and Economics;

    Sammanfattning : This paper examines the relationship between Big Data and two financial assets. This is achieved through replication of the portfolio method proposed by Preis, Moat and Stanley (2013) which examines and tests the relationship between search engine query volumes and financial markets. LÄS MER