Zhan, Zhengkai (A.A. 2024/2025) An empirical study on the impact of feeder funds on ETF liquidity and flow in China. Tesi di Laurea in Machine learning in marketing, Luiss Guido Carli, relatore Luigi Laura, pp. 81. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Research background and question. Research focus and framework. Research findings and contributions. Institutional background. China ETF market introduction. ETF feeder fund market introduction. ETF feeder fund redemption and transaction fee rules. Global development of feeder funds. Literature review. Influence factors of ETF liquidity and inflows. The impact of ETF feeder funds on ETFs. ETF competition. Review of literature. Event study on the impact of feeder fund contract effective dates. Research hypothesis. Research design. Analysis of event study results. Study of the impact of feeder funds on ETF liquidity. Research hypothesis. Sample selection and data sources. Variable definitions and descriptive statistics. Descriptive statistics and correlation analysis. Empirical analysis: feeder funds and ETF liquidity. Feeder funds and ETF inflows. Sample selection and data sources. Variable definition and descriptive statistics. Cross-sectional regression analysis of feeder fund ownership’s impact on ETF inflow.

References

Bibliografia: pp. 80-81.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Management, English language (LM-77)
Chair:	Machine learning in marketing
Thesis Supervisor:	Laura, Luigi
Thesis Co-Supervisor:	Sinaimeri, Blerina
Academic Year:	2024/2025
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	08 Jan 2026 13:56
Last Modified:	08 Jan 2026 13:56
URI:	https://tesi.luiss.it/id/eprint/44629

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