TITLE

Index Participation Units, Market Tracking Risk, and Equity Market Demand

AUTHOR(S)
Switzer, Lorne N.; Zoghaib, Rana
PUB. DATE
September 1999
SOURCE
Canadian Journal of Administrative Sciences (Canadian Journal of;Sep99, Vol. 16 Issue 3, p243
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Examines the market tracking behavior of the Toronto Stock Exchange (TSE) 35 Index Participation Units (TIP) as a means of ascertaining their usefulness as a tool for hedging the Canadian market portfolio TSE 300. Test of the shape of the demand curve for equity in Canada; Benefits of TIP in hedging the Canadian market; Announcement effects of issues and redemptions of TIP.
ACCESSION #
2554958

 

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