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Investigating Long-Term Short Pairing Strategies for Leveraged Exchange-Traded Funds Using Machine Learning Techniques

Khadivar, Hamed; Nikbakht, Elaheh; Walker, Thomas - 2023

This study examines the profitability of short-selling strategies of different portfolios with varying combinations of bull and bear Leveraged Exchange-Traded Funds (LETFs). We find that while short-selling the combination of both bull and bear LETFs does not yield significant positive returns...

Persistent link: https://www.econbiz.de/10014355425

Information asymmetry, east-west cultural differences, and divergence in investor reactions

Lee, Seungho; Walker, Thomas; Zhang, Aoran; Zhao, Yunfei - In: European financial management : the journal of the … 29 (2023) 4, pp. 1191-1217

Persistent link: https://www.econbiz.de/10014369320

Investigating long-term short pairing strategies for leveraged exchange-traded funds using machine learning techniques

Khadivar, Hamed; Nikbakht, Elaheh; Walker, Thomas - In: The journal of investing : JOI 33 (2024) 2, pp. 104-135

Persistent link: https://www.econbiz.de/10014536110

The evolution of security designs

Noe, Thomas H.; Rebello, Michael J.; Jun, Wang - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2103-2135

Persistent link: https://www.econbiz.de/10003378693

Growth/value, market cap, and momentum

Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 23 (2014) 1, pp. 33-42

Persistent link: https://www.econbiz.de/10011312856

Sector momentum

Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 26 (2017) 2, pp. 48-60

Persistent link: https://www.econbiz.de/10011736200

Extreme risk and small investor behavior in developed markets

Switzer, Lorne N.; Wang, Jun; Lee, Seungho - In: The journal of asset management 18 (2017) 6, pp. 457-475

Persistent link: https://www.econbiz.de/10011844394

Risk, culture and investor behavior in small (but notorious) Eurozone countries

Lee, Seungho; Switzer, Lorne N.; Wang, Jun - In: Journal of international financial markets, … 60 (2019), pp. 89-110

Persistent link: https://www.econbiz.de/10012127970

Comparing performance sensitivity of retail and institutional mutual funds' investment flows

Mazur, Mieszko; Salganik-Shoshan, Galla; Zagonov, Maxim - In: Finance research letters 22 (2017), pp. 66-73

Persistent link: https://www.econbiz.de/10011807970

Investment flows : retail versus institutional mutual funds

Salganik-Shoshan, Galla - In: The journal of asset management 17 (2016) 1, pp. 34-44

Persistent link: https://www.econbiz.de/10011485129