Leveraged and Inverse ETFs replicate the leveraged or the inverse of the daily returns of an
index. Several studies have established that investors who hold these investments for …

In investment and trading, different CSR/CSE (Corporate Social Responsibility/Corporate
Social Entrepreneurship) moral ethical firms, categorized in a number of groups, may be …

Exchange Traded Funds (ETFs) have existed since the late 1980s, but were first traded on
commodity markets in the early 2000s. Their inception has been linked by some market …

We examine the pricing efficiency of leveraged exchange‐traded funds, whose goal is to
generate daily returns that are in a positive or a negative multiple of the underlying index …

It is well established that holding leveraged exchange-traded funds (ETFs) over an extended
period of time generally results in returns substantially less than the daily multiple might …

This paper examines the differences between leveraged and unleveraged Exchange
Traded Funds (ETFs), particularly for liquidity and volatility characteristics. The impact of …

Leveraged Exchange Traded Funds (ETFs)(LETFs) are a recent and highly successful
financial innovation; yet, investors and several studies criticized them for not performing as …

We study the strategy of shorting a pair of leveraged ETF and inverse leveraged ETF of the
same index. The profitability of this strategy does not depend on the direction of the …

The paper is about the inefficiency appearing in leveraged trading instruments with
CSR/CSE firms as benchmark index. The subject is important because leveraged ETFs have …

In investment and trading, different CSR moral ethical firms, categorized in a number of
groups, may be suitable for different financial instruments (ie USA sector ETFs) and different …