Zhao Wang
Master's thesis
Analysis of ETF pricing efficiency in China
Analysis of ETF pricing efficiency in China
Abstract:
The study empirically examines the pricing efficiency of china 15 ETFs, trading on the Shanghai and Shenzhen stock exchange. The study covers a period of five years from 31st Dec,2015 to 31st Dec,2019. For the purpose of china ETF price efficiency analysis, the study utilizes different statistical tools. T test is used to test the material deviation between the pricing of the ETF and the ETFs Net Asset …moreAbstract:
The study empirically examines the pricing efficiency of china 15 ETFs, trading on the Shanghai and Shenzhen stock exchange. The study covers a period of five years from 31st Dec,2015 to 31st Dec,2019. For the purpose of china ETF price efficiency analysis, the study utilizes different statistical tools. T test is used to test the material deviation between the pricing of the ETF and the ETFs Net Asset …more
Language used: English
Date on which the thesis was submitted / produced: 17. 11. 2019
Identifier:
https://vskp.vse.cz/eid/82285
Thesis defence
- Date of defence: 27. 1. 2021
- Supervisor: Karel Brůna
- Reader: Ondřej Šíma
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttps://vskp.vse.cz/eid/82285
Vysoká škola ekonomická v Praze
Master programme:
Finance and Accounting
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