Exchange-traded funds (ETFs) are among the fastest-growing types of innovative financial
products. The emergence and spread of these instruments have been facilitated by the …

We use two extremely liquid S&P 500 ETFs to analyze the prevailing trading conditions
when mispricing allowing arbitrage opportunities is created. While these ETFs are not …

Investment in pro-environmental financial assets like 'green shares' is rapidly emerging field
in the area of personal finance. However, there has been a dearth of studies that could …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

This study introduces a Reverse Adaptive Krill Herd-Locally Weighted Support Vector
Regression (RKH-LSVR) model. The Reverse Adaptive Krill Herd (RKH) algorithm is a novel …

This paper attempts to investigate if adopting accurate forecasts from Neural Network (NN)
models can lead to statistical and economically significant benefits in portfolio management …

In this study, a Krill-Herd Support Vector Regression (KH-v SVR) model is introduced. The
Krill Herd (KH) algorithm is a novel metaheuristic optimization technique inspired by the …

Purpose: The study investigates tracking and pricing efficiencies of selected exchange
traded funds (ETFs) in India. Design/methodology/approach: The study applies different …

According to risk management literature, diversification helps mitigate risk. Index funds,
known as exchange-traded funds (ETFs), which were recently introduced into the Brazilian …

We investigate intraday arbitrage between close substitute Exchange-traded Funds (ETFs)
on two major European indices: FTSE100 and DAX30. Using intraday data, we establish …