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This paper is an evaluation of long-term cumulative returns (CAR's) based on Twitter broadcasts by highly influential market agents. We look at the information content of Elon Musk, CEO of SpaceX, Tesla and Twitter Inc. and the former US President Donald Trump. The principal objectives of this...
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A very great amount of thought has been given to the selection of this topic. Basically, here we are concerned with the problem of dealing with higher order Ricatti equation. The amount of work and the number of variables used in various calculations in a power plant is very large and the...
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This article seeks to determine the migration of exchange-traded fund (ETF) liquidity and its factor constituents in the U.S. market over time, with the ultimate goal of making the ETF market more efficient and transparent. Using a set of factors commonly thought to impact liquidity, the authors...
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