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.
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Showing 1 to 3 of 3 for “"ETF market"”.
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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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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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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 …