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 …

This book will satisfy the demand among college majors in Finance and Financial
Engineering, and mathematically-versed practitioners for description of both the classical …

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 …

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 …

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 …

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 …