Pricing of exchange traded funds

Detalhes bibliográficos
Autor(a) principal: Ribeiro, Vera Carneiro
Data de Publicação: 2014
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/11721
Resumo: 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
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spelling Pricing of exchange traded fundsETFPricingInefficiencyArbitrageSizeRiskReplicationA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsETFs 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.NSBE - UNLFerreira, MiguelRUNRibeiro, Vera Carneiro2017-03-19T01:30:14Z2014-012014-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/11721TID:201476541enginfo:eu-repo/semantics/embargoedAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:46:21Zoai:run.unl.pt:10362/11721Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:20:29.869817Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Pricing of exchange traded funds
title Pricing of exchange traded funds
spellingShingle Pricing of exchange traded funds
Ribeiro, Vera Carneiro
ETF
Pricing
Inefficiency
Arbitrage
Size
Risk
Replication
title_short Pricing of exchange traded funds
title_full Pricing of exchange traded funds
title_fullStr Pricing of exchange traded funds
title_full_unstemmed Pricing of exchange traded funds
title_sort Pricing of exchange traded funds
author Ribeiro, Vera Carneiro
author_facet Ribeiro, Vera Carneiro
author_role author
dc.contributor.none.fl_str_mv Ferreira, Miguel
RUN
dc.contributor.author.fl_str_mv Ribeiro, Vera Carneiro
dc.subject.por.fl_str_mv ETF
Pricing
Inefficiency
Arbitrage
Size
Risk
Replication
topic ETF
Pricing
Inefficiency
Arbitrage
Size
Risk
Replication
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
publishDate 2014
dc.date.none.fl_str_mv 2014-01
2014-01-01T00:00:00Z
2017-03-19T01:30:14Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/11721
TID:201476541
url http://hdl.handle.net/10362/11721
identifier_str_mv TID:201476541
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/embargoedAccess
eu_rights_str_mv embargoedAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv NSBE - UNL
publisher.none.fl_str_mv NSBE - UNL
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
_version_ 1799137846149251072

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