|
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