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The effects of OF ETF creation on the price efficiency of underlying stocks
Bueno, Bruna Helena Belchior Machado da SilvaA 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 ; In this assignment I build an intuitive panel regression model, in order to achieve a clear isolation of the impact of the inception of the first Exchange Traded Fund created on the FTSE100 index on the price efficiency of its underlying stocks. The main finding ...
Data: 2012
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Origem: Repositório Institucional da UNL
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