The aim of this research is to thoroughly investigate the influence of the 2025 Donald Trump Presidential Inauguration on informational efficiency of the U.S. exchange-traded fund market in the context of political risk. The data set includes daily observations for twenty U.S. Exchange-Traded...

This paper studies the performance of ETFs that invest in companies involved in artificial intelligence (AI) technologies, such as firms focused on AI research, development, and applications. Using daily data from 15 American ETFs focused on AI-related companies over the period from 1 February...

The exponential growth in popularity of ETFs over the last three decades has solidified ETFs as an essential component of many investors' portfolios. Investor sentiment is one of the factors that influence market returns of ETFs during times of market volatility. This article highlights the gap...

This study identifies a nonlinear relationship among liquidity, tracking error, and risk-adjusted performance in JETFs. Collecting daily data for 1077 JETFs from January 2008 to April 2022, we find a concave association, whereby both highly liquid and highly illiquid JETFs exhibit lower...

This study examines the performance dynamics of U.S. options exchange-traded funds (ETFs), whose investment strategy involves options contracts. Analyzing monthly returns data from February 2014 to April 2023, we evaluate the risk-adjusted performance, volatility, and market sensitivity of U.S....

This study investigates the asymmetric responses of AI and ESG Exchange Traded Funds (ETFs) to geopolitical and financial uncertainty, with a focus on resilience across market regimes. The NASDAQ-100 and MSCI ESG Leaders indices are used as proxies for thematic ETFs, and their dynamic...

The objective of this study is to examine the effect of macroeconomic variables on exchange-traded funds (ETFs) returns under different market conditions. The growing prominence of ETFs in emerging markets has over the years drawn much relevance in the academic front for the ability to track the...

This paper examines tail connectedness between various exchange-traded funds (ETFs) focused on artificial intelligence (AI) and some traditional assets such as bonds, equities, Bitcoin, and oil, as well as the VIX uncertainty index, using US daily data over the period from 1 January 2023 to 23...

This study investigates how U.S. presidential political leadership affects financial market performance at the sector level, offering a novel contribution to the literature that has largely focused on aggregate market indices. While prior research documents partisan effects on overall stock...

This paper examines the market reaction to the approval of spot Bitcoin and Ethereum exchange-traded funds (ETFs), focusing on the return dynamics of a functionally diverse types of leading cryptocurrencies, including coins (BTC, BCH, LTC, XRP), smart contract platforms (ETH, ADA, AVAX), and...

This paper examines the long-memory properties of returns of exchange-traded funds (ETFs) specializing in robotics and artificial intelligence (AI) listed on the US market, as well as those of other assets such as the WTI crude oil price (West Texas Intermediate), Bitcoin, the S&P 500 index,...

This paper applies the R² connectedness method proposed by Balli et al. (2023) to analyse contemporaneous and lagged connectedness between returns on several asset classes (sector ETFs, Bitcoin, stock market indices, Brent crude oil) over the period 1 January 2023 – 22 September 2025, in the...

This paper explores the application of the Risk Parity methodology to portfolios constructed using Exchange-Traded Funds (ETFs). In the world where the market is becoming more and more global, it is becoming more dynamic in terms of portoflio recalibrations, bringing resilience in terms of...

We construct an exchange-traded fund (ETF) based on the CRyptocurrency IndeX (CRIX), which closely maps nonstationary cryptocurrency (CC) dynamics by adapting the weights of its constituents dynamically. Our scenario analysis considers the fee schedules of regulated CC exchanges, spreads...

We examine technology ETF and uncertainty index (VIX, GVZ, and OVZ) spillover dynamics and quantile frequency interconnectedness across market states. This study is the first to use quantile-frequency spillover, quadruple wavelet coherence, and wavelet quantile correlation methodologies to...

This study examines the link between stocks and decentralized finance (DeFi) in terms of returns and volatility. Major G7 exchange-traded funds (ETFs) and various highly traded DeFi assets are considered to ensure the robustness of the empirical experiment. Specifically, this study applies the...

Passive investments such as exchange-traded funds (ETFs) provide an opportunity to invest in indexes, asset classes, and sectors with low maintenance costs and high transparency. Today ETFs dominate the world, with nearly 50% of the investment in the USA coming through ETFs. Numerous studies on...

This study aims to uncover interdependencies between two distinctive but increasingly influential dimensions in contemporary finance, namely, Environmental, Social, and Governance (ESG) and Sharia guidelines. We examine the long-term association between ESG and Sharia indices, along with ESG and...

This report is part of a study supporting the European Commission's evaluation of EU Agencies: Eurofound, Cedefop, ETF and EU-OSHA, for the period 2017-2022. The legal basis of the evaluation is set in the three tripartite Agencies (Eurofound, Cedefop, EU-OSHA) revised founding Regulation and in...

This report assesses the extent to which there is coherence and synergies between and among the four Agencies during the evaluation period (2017-2022). It will assess how the four Agencies interact, complement, co-operate and mutually reinforce one another and highlight the added value of any...

This Annex is an integral part of the study supporting the evaluation of EU Agencies: Eurofound, Cedefop, ETF and EU-OSHA for the period 2017-2022.1 Its purpose is to present the results of the Public Consultation (PC) conducted as part of the named study between March 2, 2023, and May 23, 2023....

This report provides an overview of all consultation activities and the input received through the call for evidence, which supported the evaluation study of EU Agencies: Eurofound, Cedefop, ETF and EU-OSHA for the period 2017-2022. The legal basis of the evaluation is set out in the three...

This Annex is an integral part of the study supporting the evaluation of EU Agencies: Eurofound, Cedefop, ETF and EU-OSHA for the period 2017-2022. Its purpose is to present the results of the targeted consultations conducted as part of the named study, which contributed to shaping its findings....