As stock market indexes are not tradeable, the importance and trading volume of Exchange-Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong relationship between the S&P500 Composite Index...

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...

This book is a collection of high-impact papers accepted and presented at the 2019 Vietnam's Business and Economics Research Conference (VBER2019) organised by Ho Chi Minh City Open University held on 18th-20th July 2019. The Special Issue is associated with a broad coverage of the contemporary...