Analysis of non-synchronous trading effects on the pricing of Exchange Traded Products: an empirical analysis of the effects on ETP price volatility that result when the ETP instrument is listed on an exchange that is in a different time zone to that of the underlying securities basket
Includes bibliographical references === Exchange Traded Products (ETPs) have become important members of the investment universe. They are praised by institutional and retail investors alike for their low cost, transparency and efficient pricing mechanisms. ETPs trade much like equity securities but...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2016
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| Online Access: | http://hdl.handle.net/11427/16926 |