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Description
Exchange traded funds (ETFs) in many ways are similar to more traditional closed-end mutual
funds, although thee differ in a crucial way. ETFs rely on a creation and redemption feature to
achieve their functionality and this mechanism is designed to minimize the deviations that occur
between the ETF’s listed price and the net

Exchange traded funds (ETFs) in many ways are similar to more traditional closed-end mutual
funds, although thee differ in a crucial way. ETFs rely on a creation and redemption feature to
achieve their functionality and this mechanism is designed to minimize the deviations that occur
between the ETF’s listed price and the net asset value of the ETF’s underlying assets. However
while this does cause ETF deviations to be generally lower than their mutual fund counterparts,
as our paper explores this process does not eliminate these deviations completely. This article
builds off an earlier paper by Engle and Sarkar (2006) that investigates these properties of
premiums (discounts) of ETFs from their fair market value. And looks to see if these premia
have changed in the last 10 years. Our paper then diverges from the original and takes a deeper
look into the standard deviations of these premia specifically.
Our findings show that over 70% of an ETFs standard deviation of premia can be
explained through a linear combination consisting of two variables: a categorical (Domestic[US],
Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds
that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market
indicators such as the economic freedom index and investment freedom index are insignificant
predictors of an ETFs standard deviation of premia. These findings differ somewhat from
existing literature which indicate that these factors should have a significant impact on the
predictive ability of an ETFs standard deviation of premia.
ContributorsHenning, Thomas Louis (Co-author) / Zhang, Jingbo (Co-author) / Simonson, Mark (Thesis director) / Wendell, Licon (Committee member) / School of Mathematical and Statistical Sciences (Contributor) / Department of Finance (Contributor) / Barrett, The Honors College (Contributor)
Created2019-05
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Description

Breast cancer affects about 12% of women in the US. Arguably, it is one of the most advertised cancers. Mammography became a popular tool of breast cancer screening in the 1970s, and patient-geared guidelines came from the American Cancer Society (ACS) and the US Preventative Task Force (USPSTF). This research

Breast cancer affects about 12% of women in the US. Arguably, it is one of the most advertised cancers. Mammography became a popular tool of breast cancer screening in the 1970s, and patient-geared guidelines came from the American Cancer Society (ACS) and the US Preventative Task Force (USPSTF). This research focuses on ACS guidelines, as they were the earliest as well as the most changed guidelines. Mammography guidelines changed over time due to multiple factors. This research has tracked possible causes of those changes. Research began with an extensive literature search of clinical trials, the New York Times and the Washington Post archives, systematic reviews, ACS and USPSTF archives.

Created2021-02-16
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Science fiction works can reflect the relationship between science and society by telling stories that are set in the future of ethical implications or social consequences of scientific advancements. This thesis investigates how the concept of reproduction is depicted in popular science fiction works.

Created2021-02-10
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Description

By questioning methods of sex selection since their early development, and often discovering that they are unreliable, scientists have increased the creative and technological capacity of the field of reproductive health. The presentation of these methods to the public, via published books on timing methods and company websites for sperm

By questioning methods of sex selection since their early development, and often discovering that they are unreliable, scientists have increased the creative and technological capacity of the field of reproductive health. The presentation of these methods to the public, via published books on timing methods and company websites for sperm sorting, increased interest in, and influence of, sex selection within the global society. The purpose of explaining the history, interest, development, and impact of various sex selection methods in the mid-twentieth century based on the information that is available on them today is to show couples which methods have failed and provide them with the knowledge necessary to make an informed decision on how they choose to go about utilizing methods of sex selection.

Created2021-02-26
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Description

By demonstrating the struggle for sound standard of care for non-medical reproductive health care providers during the nineteenth and early twentieth century, this project emphasizes what the standards of reproductive health care for abortion and contraception might be like if the organizations that made them so readily available, like Planned

By demonstrating the struggle for sound standard of care for non-medical reproductive health care providers during the nineteenth and early twentieth century, this project emphasizes what the standards of reproductive health care for abortion and contraception might be like if the organizations that made them so readily available, like Planned Parenthood, were defunded or criminalized in our modern setting.

Created2021-02-23