Browsing BI Open by Author "Plaum, Emilie Gravdal"

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    • Does ETF Ownership Increase S&P 500 Stock Volatility? 

      Normann, Anette; Plaum, Emilie Gravdal (Master thesis, 2020)
      This thesis studies the relation between exchange-traded fund ownership and volatility for 396 equity ETFs in the United States, using a data set comprising 11 years, from January 2008 to December 2018. We study stocks ...