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Title page for ETD etd-06172007-203208


Type of Document Dissertation
Author Boney, Vaneesha
Author's Email Address v_boney@yahoo.com
URN etd-06172007-203208
Title Mutual and Exchange Traded Funds: Market Effects and the Impact of Investor Sentiment
Degree Doctor of Philosophy
Department Finance, Department of
Advisory Committee
Advisor Name Title
David Peterson Committee Chair
James Doran Committee Member
Stacy Sirmans Committee Member
Thomas Zuehlke Committee Member
Yingmei Cheng Committee Member
Keywords
  • Investor Sentiment
  • Exchange Traded Funds
  • Mutual Funds
  • REITS
Date of Defense 2007-05-25
Availability unrestricted
Abstract
I have composed a three essay dissertation. I examine mutual and/or exchange traded funds in an attempt to give a deeper understanding of the interplay between our financial markets and fund investors, in order to: 1) determine the effects new products have on the market of existing and similar products and 2) determine whether investor perceptions and potential biases (as proxied by measures of investor sentiment) affect fundamental aspects of exchange traded funds (ETFs) and closed-end funds (CEFs). Specifically, this dissertation seeks to examine the impacts of the introduction of the ETF and determine whether there are significant effects on the creation and deletion activity common to ETFs and the market price deviations from net asset value per share (NAV) of REIT CEFs given various real estate market environments.
Files
  Filename       Size       Approximate Download Time (Hours:Minutes:Seconds) 
 
 28.8 Modem   56K Modem   ISDN (64 Kb)   ISDN (128 Kb)   Higher-speed Access 
  BoneyVDissertation.pdf 525.15 Kb 00:02:25 00:01:15 00:01:05 00:00:32 00:00:02

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