Publicação
Pricing of exchange traded funds
| dc.contributor.advisor | Ferreira, Miguel | |
| dc.contributor.author | Ribeiro, Vera Carneiro | |
| dc.date.accessioned | 2014-03-19T11:09:16Z | |
| dc.date.available | 2017-03-19T01:30:14Z | |
| dc.date.issued | 2014-01 | |
| dc.description | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | por |
| dc.description.abstract | ETFs are a relatively new investment product that allows investors to achieve the diversification of a mutual fund with the trading flexibility of a stock. This and other advantages have been drastically attracting investors over the last years; however, the price of this product is a topic that remains little explored. In this paper I introduce a panel data analysis of premiums/discounts of ETFs with similar characteristics. I find that some of these characteristics are significant explanations to ETF pricing inefficiencies. | por |
| dc.identifier.tid | 201476541 | |
| dc.identifier.uri | http://hdl.handle.net/10362/11721 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | no | por |
| dc.publisher | NSBE - UNL | por |
| dc.subject | ETF | por |
| dc.subject | Pricing | por |
| dc.subject | Inefficiency | por |
| dc.subject | Arbitrage | por |
| dc.subject | Size | por |
| dc.subject | Risk | por |
| dc.subject | Replication | por |
| dc.title | Pricing of exchange traded funds | por |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| my.embargo.terms | YEARS_WITHHELD:3 | |
| rcaap.rights | embargoedAccess | por |
| rcaap.type | masterThesis | por |