The purpose of this article is to show a novel approach to automatically generating
probabilistic causal models (Bayesian networks [BNs]) by applying natural language …

This article seeks to extend classic investing, which is often limited to only domestic equities
or to a mix of equities and bonds, to a wider array of lower-correlation non-equity assets. The …

This article seeks to determine the migration of exchange-traded fund (ETF) liquidity and its
factor constituents in the US market over time, with the ultimate goal of making the ETF …

This study examines the performance of pragmatic ETF-only investment strategies published
either in an investment newsletter, blog, or are otherwise available through investment …

Analyzing Patterns in the Equity Market: ETF Investor Sentiment and Corporate Cash Holding
Page 1 Analyzing Patterns in the Equity Market: ETF Investor Sentiment and Corporate Cash …

We study NYSE, NASDAQ, and ARCA prices for DJIA stocks and LSE, Xetra, and Chi-X
prices for five leading British equities. MiFID1 hastened fragmentation but accomplished the …

Substantial transaction costs are incurred in exchange-traded fund (ETF) trading each year.
This article examines a vector autoregressive (VAR) model's performance and other trading …

It is a puzzle that whether environment, social, and governance (ESG) exchange-traded fund
(ETF) is a better choice for investors than buying conventional ETFs and whether ESG ETFs …

Exchange-traded funds (ETFs) are commonly used investment vehicles that blend the
investment benefits and characteristics of traditional mutual funds with the trading flexibility …

The flow of assets into exchange traded funds (ETFs) has led to a competition among
trading venues. This study analyzes the determinants of share volume and the benefits to …