Exchange-traded funds and applications.
- Asymmetric Momentum Contingency in Gain and Loss: A Wavelet ApproachHuijian Dong and Xiaomin GuoThe Journal of Investing March 2020, 29 (3) 76-88; DOI: https://doi.org/10.3905/joi.2020.1.118
- The (Under) Performance of Hedge Fund ETFsCharles Favreau, Hayden Kane and Austin SheltonThe Journal of Alternative Investments March 2020, 22 (4) 120-143; DOI: https://doi.org/10.3905/jai.2020.1.090
- The Liquidity Hierarchy in the US Treasury Cash and Futures MarketLee Baker, Lihong McPhail and Bruce TuckmanThe Journal of Fixed Income March 2020, jfi.2020.1.091; DOI: https://doi.org/10.3905/jfi.2020.1.091
- Harvesting Macroeconomic Risk PremiaKyriakos Chousakos and Daniel GiamouridisThe Journal of Portfolio Management March 2020, jpm.2020.1.149; DOI: https://doi.org/10.3905/jpm.2020.1.149
- It Is Still Not Easy Being Green for Exchange-Traded FundsA. Seddik MezianiThe Journal of Index Investing February 2020, 10 (4) 6-23; DOI: https://doi.org/10.3905/jii.2020.1.084
- The SEC’s Exchange-Traded Investment Fund RuleKathleen H. MoriartyThe Journal of Index Investing February 2020, 10 (4) 25-36; DOI: https://doi.org/10.3905/jii.2020.1.083
- Corrections in the US Equity Indexes and Sector Exchange-Traded FundsAnatoly B. SchmidtThe Journal of Index Investing February 2020, 10 (4) 59-75; DOI: https://doi.org/10.3905/jii.2020.1.082
- John Bogle Had It Right: The Benefits of International Diversification Are LimitedRobert DubilThe Journal of Wealth Management January 2020, 22 (4) 74-89; DOI: https://doi.org/10.3905/jwm.2019.1.094
- The Index Effect in the Corporate Bond MarketFriedrich-Carl FranzThe Journal of Fixed Income January 2020, jfi.2020.1.082; DOI: https://doi.org/10.3905/jfi.2020.1.082
- 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 December 2019, 46 (2) 64-78; DOI: https://doi.org/10.3905/jpm.2019.1.121
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