[The creation rate of ETFs has demonstrated great industry and investor interest signaling rapidly expanding growth and innovation. The U.S. has led this accelerating charge with 746 new ETFs launches ...
First, when the time length is less than 28 days (0<M<28), TLSMAP increases monotonically with time length. TLSMAP peaks at M = 28 (0.0007), suggesting that the combined strategy has the highest ...