Both large institutional and individual retail investors are increasingly demanding that the
stewards of their savings demonstrate consideration of environmental, social, and governance (…

In the last 20 years, relative value strategies have increased in popularity in various asset
classes, including equity and commodity markets. Due to an increase in market participants, …

Within the precious metals’ space, this article outlines and investigates empirically three
potential advantages that ETNs may have relative to other exchange-traded products, such as …

This article investigates whether a simple long–short weekly trading strategy based on
mispricing among exchange-traded notes (ETNs) generates profits in excess of the S&P 500 …

Given the increase in the popularity of algorithmic trading resulting from an increase in
market participants, more considerations are now required to prototype a profitable trading …

This article investigates whether the weekly trading strategy in the ETN space reported by
Diavatopoulos et al. [forthcoming] may be profitably deployed as a daily strategy. Replicating …

The authors investigate whether sports traders who systematically invest in sports betting
strategies can outperform hedge fund managers and the S&P 500 from 1st January 2010 to 7th …

Within the precious metals space, we outline and empirically investigate three potential
advantages that ETNs may have relative to other exchange traded products such as ETFs. First, …

We investigate whether a simple long-short weekly trading strategy based on mispricing among
ETNs generates profits in excess of the S&P 500 over the sample period of June 6, 2006 …

Exchange Traded Notes (ETNs) are unsecured debt obligations backed by the credit quality
of the issuing bank. These investments are designed to provide the return of an index. We …