...Ernest Amankwah; Amir Moradi-Motlagh; Abbas Valadkhani Purpose This study aims to investigate the asymmetric responses of the sectoral exchange-traded funds in the USA to extreme market conditions by estimating upside and downside betas across the left and right tails of the market return...

...Houmera Bibi Sabera Nunkoo; Preethee Nunkoo Gonpot; Noor-Ul-Hacq Sookia; T.V. Ramanathan Purpose The purpose of this study is to identify appropriate autoregressive conditional duration (ACD) models that can capture the dynamics of tick-by-tick mid-cap exchange traded funds (ETFs) for the period...

...Owen Williams Purpose The purpose of this paper is to consider the implicit effect of the underlying foreign currency exposure on the performance characteristics of country exchange traded funds. Design/methodology/approach To arrive at an overall estimation of the exchange-traded fund (ETF)’s...