Exchange-traded funds and applications.
- The Past, Present, and Future of the Index EffectJennifer Bender, Rohit Nagori and Mitesh TankThe Journal of Index Investing November 2019, 10 (3) 15-37; DOI: https://doi.org/10.3905/jii.2019.1.076
- KIDS Thematic Indices: Enabling Investors to Invest in Firms That Cater to ChildrenRama MalladiThe Journal of Index Investing November 2019, 10 (3) 85-103; DOI: https://doi.org/10.3905/jii.2019.1.075
- Leveraged Investment Products: Monthly Rebalancing Boosts Performance, but Tail Risk LoomsMatthew S. CrouseThe Journal of Index Investing November 2019, 10 (3) 58-69; DOI: https://doi.org/10.3905/jii.2019.1.074
- Cryptocurrency and Blockchains: Retail to InstitutionalRand Low and Terry MarshThe Journal of Investing November 2019, 29 (1) 18-30; DOI: https://doi.org/10.3905/joi.2019.1.102
- The “Superior Performance” of Covered Calls on the S&P 500: Rethinking an AnomalyRobert Brooks, Don Chance and Michael HemlerThe Journal of Derivatives November 2019, 27 (2) 50-61; DOI: https://doi.org/10.3905/jod.2019.1.087
- The Effects of Portfolio Construction on the Performance of Style Factor ETFs or How to Build a Style Factor ETF That Does What It Says on the TinJason MacQueenThe Journal of Portfolio Management November 2019, jpm.2019.1.121; DOI: https://doi.org/10.3905/jpm.2019.1.121
- Exchange-Traded Funds as an International Diversification Tool for Socially Responsible InvestorsJavier Rodríguez and Herminio RomeroThe Journal of Wealth Management October 2019, 22 (3) 98-102; DOI: https://doi.org/10.3905/jwm.2019.1.079
- Consistent and Efficient Dynamic Portfolio Replication with Many FactorsLars Stentoft and Sha WangThe Journal of Portfolio Management November 2019, jpm.2019.1.118; DOI: https://doi.org/10.3905/jpm.2019.1.118
- On the Existence of Stock Price Bubbles—The Smoking Gun—Discounts and Premiums on Closed-End Funds and ETFsRobert JarrowThe Journal of Portfolio Management August 2019, 45 (6) 133-138; DOI: https://doi.org/10.3905/jpm.2019.1.090
- Examining Intraday ETF Liquidity: When Should Investors Trade?James J. Rowley, Charles J. Thomas and Ryan E. O’HanlonThe Journal of Index Investing March 2019, 9 (4) 6-17; DOI: https://doi.org/10.3905/jii.2019.9.4.006
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