Exchanges/markets/clearinghouses
- Are Small CTA Funds Better than Large Ones?
An Empirical AnalysisDaniele LamponiThe Journal of Wealth Management July 2013, 16 (2) 80-87; DOI: https://doi.org/10.3905/jwm.2013.16.2.080 - A Market Microstructure View of the Informational Efficiency of Security PricesRobert A. SchwartzThe Journal of Portfolio Management July 2021, 47 (8) 75-84; DOI: https://doi.org/10.3905/jpm.2021.1.268
- Hedge Funds and Their Prime Brokers: Favorable IPO AllocationsXiaohui Yang, Hossein B. Kazemi and Mila Getmansky ShermanThe Journal of Portfolio Management July 2021, 47 (8) 105-123; DOI: https://doi.org/10.3905/jpm.2021.1.261
- Fact and Fiction about Low-Risk InvestingRon Alquist, Andrea Frazzini, Antti Ilmanen and Lasse Heje PedersenThe Journal of Portfolio Management May 2020, 46 (6) 72-92; DOI: https://doi.org/10.3905/jpm.2020.1.146
- Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a DifferenceXiang Gao, Kees G. Koedijk and Zhan WangThe Journal of Portfolio Management August 2020, 46 (8) 108-119; DOI: https://doi.org/10.3905/jpm.2020.1.173
- 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
- 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
- Mutual Fund Markets Are Imperfectly CompetitiveJohn A. HaslemThe Journal of Index Investing May 2013, 4 (1) 32-44; DOI: https://doi.org/10.3905/jii.2013.4.1.032
- 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
- Abnormal Stock Returns Using Supply Chain Momentum and Operational FinancialsAntti Paatela, Elias Noschis and Ari-Pekka HameriThe Journal of Portfolio Management January 2017, 43 (2) 50-60; DOI: https://doi.org/10.3905/jpm.2017.43.2.050
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