In view of the established presence of wide deviations of US-listed country ETFs' prices from their net asset values, we study whether feedback trading exists in this category of ETFs and whether it varies with their premiums and discounts. Using a sample of nineteen country ETFs for the...

The present paper analyzes the forecastability and tradability of volatility on the large S&P500 index and the liquid SPY ETF, VIX index and VXX ETN. Even though there is already a huge array of literature on forecasting high frequency volatility, most publications only evaluate the forecast in...

In this paper, we propose a novel operational law for calculating the credibility distribution of monotone functions of independent regular fuzzy numbers to study the project scheduling problem with partially (or fully) fuzzy activity durations. In this regard, we formulate three corresponding...