What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe
Despite the growing interest in various topics related to sustainable (ESG) investing, some
issues remain understudied, such as the determinants of their utilization at the macro level …
issues remain understudied, such as the determinants of their utilization at the macro level …
[BOOK][B] Modern Equity Investing Strategies
AB Schmidt - 2021 - books.google.com
This book will satisfy the demand among college majors in Finance and Financial
Engineering, and mathematically-versed practitioners for description of both the classical …
Engineering, and mathematically-versed practitioners for description of both the classical …
Beta as a determinant of investor activity in sector exchange-traded funds
J Peltomäki - The Quarterly Review of Economics and Finance, 2017 - Elsevier
This study investigates the role of beta along with an extended set of risk characteristics as
determinants of ETF flow and ETF trading in sector exchange-traded funds (ETFs). The …
determinants of ETF flow and ETF trading in sector exchange-traded funds (ETFs). The …
Point forecasting of intraday volume using bayesian autoregressive conditional volume models
R Huptas - Journal of Forecasting, 2019 - Wiley Online Library
In this paper, we apply Bayesian inference to model and forecast intraday trading volume,
using autoregressive conditional volume (ACV) models, and we evaluate the quality of …
using autoregressive conditional volume (ACV) models, and we evaluate the quality of …
ETF Markets' Prediction & Assets Management Platform Using Probabilistic Autoregressive Recurrent Networks
WM Soliman, C Zhiyuan, C Johnson… - The Eurasia Proceedings …, 2023 - epstem.net
The significance of macroeconomic policy changes on ETF markets and financial markets
cannot be disre-garded. This study endeavors to predict the future trend of these markets by …
cannot be disre-garded. This study endeavors to predict the future trend of these markets by …
Exchange traded funds in Europe and the US: performance and tracking errors
G Tsalikis - 2020 - dspace.lib.uom.gr
Exchange Traded Funds (ETFs) are one of the most successful and innovative financial
products of the last two decades. They have become extremely popular both by retail and …
products of the last two decades. They have become extremely popular both by retail and …