Matches in SemOpenAlex for { <https://semopenalex.org/work/W2609661347> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W2609661347 abstract "This study examines the effect of ETF on the volatility of its underlying asset in Nigeria. Newgold ETF that tracks daily prices of gold/g in rand was used in the study. We collected data on daily prices from January, 2014 to May, 2015 on the ETF and the gold and tested for volatility using ARCH and GARCH model. The result shows that ETF is not significant in influencing the underlying asset and that previous day’s return information of the gold price and its shock influences the volatility of the underlying stock. It was recommended that investors and fund managers should not only rely on current domestic news about the ETF but should take into considerations international news about the underlying asset as there are spillovers." @default.
- W2609661347 created "2017-05-05" @default.
- W2609661347 creator A5060923170 @default.
- W2609661347 date "2015-01-01" @default.
- W2609661347 modified "2023-09-23" @default.
- W2609661347 title "Exchange Traded Funds and the Volatility of the Underlying Assets in Nigeria" @default.
- W2609661347 cites W1502617075 @default.
- W2609661347 cites W1987246815 @default.
- W2609661347 cites W2054742233 @default.
- W2609661347 cites W2058179095 @default.
- W2609661347 cites W2099655283 @default.
- W2609661347 cites W2164654914 @default.
- W2609661347 hasPublicationYear "2015" @default.
- W2609661347 type Work @default.
- W2609661347 sameAs 2609661347 @default.
- W2609661347 citedByCount "0" @default.
- W2609661347 crossrefType "posted-content" @default.
- W2609661347 hasAuthorship W2609661347A5060923170 @default.
- W2609661347 hasConcept C106159729 @default.
- W2609661347 hasConcept C127413603 @default.
- W2609661347 hasConcept C144133560 @default.
- W2609661347 hasConcept C149782125 @default.
- W2609661347 hasConcept C162324750 @default.
- W2609661347 hasConcept C192620184 @default.
- W2609661347 hasConcept C204036174 @default.
- W2609661347 hasConcept C23922673 @default.
- W2609661347 hasConcept C24189920 @default.
- W2609661347 hasConcept C556758197 @default.
- W2609661347 hasConcept C78519656 @default.
- W2609661347 hasConcept C91602232 @default.
- W2609661347 hasConceptScore W2609661347C106159729 @default.
- W2609661347 hasConceptScore W2609661347C127413603 @default.
- W2609661347 hasConceptScore W2609661347C144133560 @default.
- W2609661347 hasConceptScore W2609661347C149782125 @default.
- W2609661347 hasConceptScore W2609661347C162324750 @default.
- W2609661347 hasConceptScore W2609661347C192620184 @default.
- W2609661347 hasConceptScore W2609661347C204036174 @default.
- W2609661347 hasConceptScore W2609661347C23922673 @default.
- W2609661347 hasConceptScore W2609661347C24189920 @default.
- W2609661347 hasConceptScore W2609661347C556758197 @default.
- W2609661347 hasConceptScore W2609661347C78519656 @default.
- W2609661347 hasConceptScore W2609661347C91602232 @default.
- W2609661347 hasLocation W26096613471 @default.
- W2609661347 hasOpenAccess W2609661347 @default.
- W2609661347 hasPrimaryLocation W26096613471 @default.
- W2609661347 hasRelatedWork W1517690223 @default.
- W2609661347 hasRelatedWork W1594695504 @default.
- W2609661347 hasRelatedWork W1604383859 @default.
- W2609661347 hasRelatedWork W1971687112 @default.
- W2609661347 hasRelatedWork W2006380295 @default.
- W2609661347 hasRelatedWork W2084663110 @default.
- W2609661347 hasRelatedWork W2101926716 @default.
- W2609661347 hasRelatedWork W2125909326 @default.
- W2609661347 hasRelatedWork W2172164632 @default.
- W2609661347 hasRelatedWork W2185916024 @default.
- W2609661347 hasRelatedWork W2242449931 @default.
- W2609661347 hasRelatedWork W2333988928 @default.
- W2609661347 hasRelatedWork W2356023615 @default.
- W2609661347 hasRelatedWork W270779227 @default.
- W2609661347 hasRelatedWork W2916810651 @default.
- W2609661347 hasRelatedWork W3122191532 @default.
- W2609661347 hasRelatedWork W3124285402 @default.
- W2609661347 hasRelatedWork W3124392806 @default.
- W2609661347 hasRelatedWork W3124948012 @default.
- W2609661347 hasRelatedWork W3133872208 @default.
- W2609661347 isParatext "false" @default.
- W2609661347 isRetracted "false" @default.
- W2609661347 magId "2609661347" @default.
- W2609661347 workType "article" @default.