Pricing of exchange traded funds

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Campo DC	Valor	Idioma
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.identifier.uri	http://hdl.handle.net/10362/11721	-
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.language.iso	eng	por
dc.publisher	NSBE - UNL	por
dc.rights	embargoedAccess	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	masterThesis	por
my.embargo.terms	YEARS_WITHHELD:3	-
dc.peerreviewed	no	por
dc.identifier.tid	201476541	-
Aparece nas colecções:	NSBE: Nova SBE - MA Dissertations

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