Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.

Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.

This research investigates empirically the liquidity effects of the introduction of Exchange Traded Funds (ETFs) on the underlying stocks. Using evidence from the Singapore market, we find the listing of StreetTRACKSSM Straits Times Index Fund (STI ETF 100) causes a reduction in the liquidity of the...

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Main Authors: Chang, Yeong Kiat., Lee, Ivan Chin Yong., Teo, Sok Kian.
Other Authors: Krishnamurti, Chandrasekhar
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Investments
Online Access:http://hdl.handle.net/10356/8946
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-8946
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spelling sg-ntu-dr.10356-89462023-05-19T03:30:06Z Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore. Chang, Yeong Kiat. Lee, Ivan Chin Yong. Teo, Sok Kian. Krishnamurti, Chandrasekhar Nanyang Business School DRNTU::Business::Finance::Investments This research investigates empirically the liquidity effects of the introduction of Exchange Traded Funds (ETFs) on the underlying stocks. Using evidence from the Singapore market, we find the listing of StreetTRACKSSM Straits Times Index Fund (STI ETF 100) causes a reduction in the liquidity of the underlying component securities. 2008-09-24T07:26:58Z 2008-09-24T07:26:58Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8946 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Investments
spellingShingle DRNTU::Business::Finance::Investments
Chang, Yeong Kiat.
Lee, Ivan Chin Yong.
Teo, Sok Kian.
Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.
description This research investigates empirically the liquidity effects of the introduction of Exchange Traded Funds (ETFs) on the underlying stocks. Using evidence from the Singapore market, we find the listing of StreetTRACKSSM Straits Times Index Fund (STI ETF 100) causes a reduction in the liquidity of the underlying component securities.
author2 Krishnamurti, Chandrasekhar
author_facet Krishnamurti, Chandrasekhar
Chang, Yeong Kiat.
Lee, Ivan Chin Yong.
Teo, Sok Kian.
format Final Year Project
author Chang, Yeong Kiat.
Lee, Ivan Chin Yong.
Teo, Sok Kian.
author_sort Chang, Yeong Kiat.
title Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.
title_short Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.
title_full Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.
title_fullStr Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.
title_full_unstemmed Impact of exchange traded funds on the liquidity of underlying stocks : evidence from Singapore.
title_sort impact of exchange traded funds on the liquidity of underlying stocks : evidence from singapore.
publishDate 2008
url http://hdl.handle.net/10356/8946
_version_ 1770566962993168384

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