Exchanges/markets/clearinghouses
- Quantifying Long-Term Market ImpactCampbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan ZohrenThe Journal of Portfolio Management December 2021, jpm.2021.1.324; DOI: https://doi.org/10.3905/jpm.2021.1.324
- Direct Lending: Evidence from European and US MarketsLaura Fritsch, Wayne Lim, Alexander Montag and Martin C. SchmalzThe Journal of Alternative Investments December 2021, jai.2021.1.150; DOI: https://doi.org/10.3905/jai.2021.1.150
- The Primary Market Process for Fixed Income Exchange-Traded Funds Under Market StressSamara Cohen, Stephen Laipply, Ananth Madhavan and James MauroThe Journal of Fixed Income November 2021, jfi.2021.1.126; DOI: https://doi.org/10.3905/jfi.2021.1.126
- Occam’s Razor for Bond Trade CostsVlad Rashkovich and Andrei IogansenThe Journal of Fixed Income November 2021, jfi.2021.1.125; DOI: https://doi.org/10.3905/jfi.2021.1.125
- ETF Arbitrage and Daily Cash FlowJon A. Fulkerson, Susan D. Jordan and Denver H. TravisThe Journal of Investing December 2021, joi.2021.1.216; DOI: https://doi.org/10.3905/joi.2021.1.216
- Equity Momentum in European CreditsHendrik Kaufmann and Philip MessowThe Journal of Fixed Income June 2020, 30 (1) 29-44; DOI: https://doi.org/10.3905/jfi.2020.1.097
- The Devil Is in the Details: The Risks Often Ignored in Low-Volatility InvestingNicholas Alonso and Oleg NusinzonThe Journal of Portfolio Management June 2020, 46 (7) 58-70; DOI: https://doi.org/10.3905/jpm.2020.1.163
- Dividend Analysis of Dow Jones Asia Select Dividend 30 IndexSaurabh Gandhi, Sandhir Sharma and Manu SharmaThe Journal of Wealth Management July 2020, 23 (2) 88-94; DOI: https://doi.org/10.3905/jwm.2020.1.108
- Uncertainty for FHFA, Fannie, Freddie After Collins v. Mnuchin DecisionMichael R. FabrizioThe Journal of Structured Finance April 2020, 26 (1) 56-62; DOI: https://doi.org/10.3905/jsf.2020.1.097
- Deep Reinforcement Learning for TradingZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science April 2020, 2 (2) 25-40; DOI: https://doi.org/10.3905/jfds.2020.1.030
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