Exchanges/markets/clearinghouses
- Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science December 2019, jfds.2019.1.022; DOI: https://doi.org/10.3905/jfds.2019.1.022
- 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
- Michael Milken: The Junk DealerRavi KashyapThe Journal of Private Equity November 2019, 23 (1) 39-54; DOI: https://doi.org/10.3905/jpe.2019.1.095
- International Trade and Stock Market Integration: Evidence from Study of India and Its Major Trading PartnersRitesh Jayantibhai PatelThe Journal of Private Equity November 2019, 23 (1) 90-109; DOI: https://doi.org/10.3905/jpe.2019.1.093
- The Market Risk of Corporate BondsMarielle De Jong and Frank J. FabozziThe Journal of Portfolio Management November 2019, jpm.2019.1.120; DOI: https://doi.org/10.3905/jpm.2019.1.120
- The Impact of Macroeconomic Determinants on the S&P Energy, S&P Industrial, S&P IPO, and S&P Telecom Indexes of the BSEAakruthi A. AlarnkarThe Journal of Wealth Management October 2019, 22 (3) 103-114; DOI: https://doi.org/10.3905/jwm.2019.1.086
- Trading against the Grain: When Insiders Buy High and Sell LowRuihai Li, Xuewu (Wesley) Wang, Zhipeng Yan and Qunzi ZhangThe Journal of Portfolio Management October 2019, 46 (1) 139-151; DOI: https://doi.org/10.3905/jpm.2019.46.1.139
- The Volatility Effect RevisitedDavid Blitz, Pim van Vliet and Guido BaltussenThe Journal of Portfolio Management October 2019, jpm.2019.1.114; DOI: https://doi.org/10.3905/jpm.2019.1.114
- The Benefits of European Periodic Auctions beyond MiFID Dark Trading CapsPaul Besson, Matthieu Lasnier and Antoine FalckThe Journal of Investing September 2019, 28 (6) 91-108; DOI: https://doi.org/10.3905/joi.2019.1.096
- 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
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