Abstract:The main goal of this paper is to introduce the leveraged ETF die-down price action technical market anomaly (leveraged ETF anomaly), and then to discuss the temporal dimension and the subsequent (time-series) functionalities of this anomaly (temporal leveraged ETF anomaly). Our approach not only challenging the efficient-market hypothesis with regards to constantly declining leveraged ETF price action course, but also has a temporal dimension because it uses the Jesse Livermore's "psychological time" as param… Show more
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