Some market participants as well as the popular press assert that rebalancing trades by Leveraged Exchange Traded Funds (ETFs) are causing large end of the day market moves. This study investigates whether there is statistical support for this claim. Findings based on intraday data for the DJIA, S&P 500, and Russell 2000 indicate that the introduction of leveraged ETFs may have increased the probability of end of day momentum during large market moves, but not the magnitude. Results suggest that leveraged ETF rebalancing trades are moving the S&P 500, DJIA, or the Russell 2000 by less than 0.03% over the last 15 minutes which converts to only a fractional point move.

   The research aims to investigate factors of profitability affect the performance of conventional bank and Islamic bank in UAE from period 2002 to 2010. With use regressions models, where ROA and ROE are as dependent variables that it’s presenting profitability of bank. Whereas internal and external factors are as independent variables including: GDP per capita, size, financial development indicator (FIR), liquidity, concentration, cost, numbers of branches, operational cost operational income (BOPO), NPL’s ratio, and inflation. The result identify that in conventional bank, in Model I, numbers of branches are the most significant determinant of Islamic Bank Performance

   This is a case about Movie Flex which is an online media company is looking for expansion on its activities. The board has decided to take over similar online media companies in Europe and Asia. The company appointed an external valuation company to make a detailed financial analysis on its firm.