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The effects Ishares IBovespa index fund creation on the liquidity of underlying...
Silva, João Miguel dos SantosA 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 ; I investigate the impact of Ishares Ibovespa Index Fund (BOVA) introduction on the liquidity of the underlying securities and the asymmetry of the liquidity effect depending on the BOVA component weight. My main finding is that there was no impact on liquidity of...
Data: 2012
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Origem: Repositório Institucional da UNL
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