Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 35 for “"ETF"”.
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A Comprehensive Evaluation of Commodity ETF Tracking Divergence
… investigates differences in returns between the ETF price, Net Asset Value, and Benchmark Asset Baskets for five popular futures-backed ETFs. We decompose tracking difference to examine the relative size of tracking differences attributable to managers versus the arbitrage process. Tracking …
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The Prevalence of Microbial Growth in Enteral Tube Feeding in Two North Central Hospitals
Enteral tube feeding (ETF) is used to provide nutrition via the gastrointestinal tract to individuals who are unable to meet their nutritional needs safely or adequately with oral intake. The ETF solution may support microbial growth when this growth is introduced into the ETF delivery system. …
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Exchange traded funds and their association with the volatility of the daily returns of major South African banks
… African Bank shares by the Exchange Traded Fund (ETF) market in South Africa along with ETF's unique trading dynamics (for the purposes of this dissertation, “ETF's unique trading dynamics” refers to the relationship between ETFs and their constituent shares through the ETF share creation and …
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Essays in financial economics
Chapter 1 constructs a theoretical model of an ETF. Conventional wisdom warns that exchange-traded funds (ETFs) harm stock price discovery, either by ``stealing'' single-stock liquidity or forcing stock prices to co-move. Contra this belief, I develop a theoretical model that investors with …
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Volatility spillover between Exchange-Traded Funds on the Johannesburg Stock Exchange
Growth in the Exchange-Traded Fund industry (ETF) has been exponential in the past decade. International research on this topic has been extensive, with less focus given to the local Johannesburg Stock Exchange (JSE). This research aims to extend the existing literature on the JSE, particularly …
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Essays in Financial Econometrics
… in panel data models, as well as one paper on ETF mispricing and authorized participants' inventory. In the first 2 papers, I proposed two new methods and applied them to the applications including macroeconomic forecast reconciliation, Covid policy analysis, and portfolio choices. In the last …
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Aplikace fuzzy logiky pro podporu rozhodování na finančních trzích
… burzovo-obchodovateľných fondov, nazývaných ETF. V prostredí Microsoft Excel a Mathworks Matlab sú navrhnuté 2 rozhodovacie modely využívajúce fuzzy logiku, ktoré na základe vybraných kritérií ETF fondov zvolené fondy vyhodnocujú. Výstupy z modelov slúžia ako podpora pri rozhodovaní o …
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Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost
… of the introduction of exchange traded funds (ETFs) options on the information related trading of index options. Two option pairs, NASDAQ 100 index (NDX) and ETF (QQQ, currently QQQQ ) options, and Standard and Poor's 500 index (SPX) options and S & P Depository Receipts (SPY) options, are …
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Three Essays on Exchange-Traded Funds
Chapter 1 The rise of exchange-traded funds (ETFs) has attracted significant attention from investors, regulators, and academics alike. Despite the widely asserted importance of authorized participants (APs) to ETFs' structure and function, little is known about the effects of AP behavior on ETFs …
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Essays in Asset Management: Mutual Funds and Exchange-traded Funds
… mutual funds (MFs) and exchange-traded funds (ETFs). The first essay studies the decision by an asset manager to launch an exchange-traded fund (ETF). Fund families focus on both revenue generation and cost reduction when making launching decisions, with new ETF launches being driven more by …
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Caso de estudio: Bitcoin como activo refugio para los mercados de valores de Perú y Chile durante el inicio de la pandemia del COVID-19
… the relationship between the returns of the ETFs that represent the Peruvian and Chilean stock markets and the cryptocurrency (Bitcoin) to show whether the latter has provided diversification or safe haven benefits during turbulent times. According to the results obtained, we find that the …
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Advancing Dynamic Imaging for Microfluidic Stimulated Tissues: Biology, Techniques, and Applications
… changes in electron transfer flavoprotein (ETF) autofluorescence to fatty acid oxidation in living pancreatic islets. We found that elevated glucose (>10 mM) decreases the ETF redox state within 20 minutes in islets when presented with a mixed nutrient condition associated with …
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Three Chapters on Investments and Financial Institutions
… use fund flow shocks from exogenous changes in ETF share demand to quantify the cost of trading stocks purchased or sold by APs in conjunction with the creation or redemption of ETF shares. We document a negative relation between return and the impact of primary market activities of APs on the …
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Effect of silicon carbide (SiC) on mechanical and physical properties of solid state recycled aluminium aa6061 by using hot extrusion method
… Tensile Strength (UTS), Elongation to Failure (ETF) and Microhardness (MH). The best parameter setting for the extrusion was found to be at T=550°C, t=1 hour and SiC=5 wt.%. This parameter resulted in UTS=18022 MPa, ETF=18.07%, MH=71.52Hv, and Density=2.73 g/cm3. Based on RSM, with desirability …
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Hedge Fund Performance and Derivative Hedging
… and derivative hedging. The first essay uses ETF returns as proxies for tradable risk factors in hedge fund performance evaluation and identifies contemporaneously relevant risk factors from the entire universe of ETFs. The model provides more informative estimates of alpha and beta …
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Mobilní aplikace pro začínající investory
… portfólia, hodnotu jednotlivých aktív a zloženie ETF fondov. Aplikácia obsahuje aj edukačné prvky, ako sú interaktívne nápovedy, vysvetlenia základných investičných pojmov a odporúčania pre dlhodobé investovanie. Dôraz bol kladený na používateľskú prívetivosť, intuitívne rozhranie, vizuálnu …
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