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- Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX AssetsSonnan Chen and Yuchi GuThe Journal of Derivatives February 2021, 28 (3) 60-96; DOI: https://doi.org/10.3905/jod.2020.1.124
- Dark Pools, Fragmented Markets, and the Quality of Price DiscoveryRobert A. SchwartzThe Journal of Trading October 2018, 13 (4) 74-79; DOI: https://doi.org/10.3905/jot.2018.13.4.074
- What’s in Your Benchmark? A Factor Analysis of Major Market IndexesAnanth Madhavan, Aleksander Sobczyk and Andrew AngThe Journal of Index Investing August 2018, 9 (2) 66-79; DOI: https://doi.org/10.3905/jii.2018.9.2.066
- The Capacity of Factor Index Strategies: Assessment and ControlMehdi Alighanbari and Stuart DooleThe Journal of Index Investing August 2018, 9 (2) 34-52; DOI: https://doi.org/10.3905/jii.2018.9.2.034
- On Structural Changes in the Holiday EffectRussell P. Robins and Geoffrey Peter SmithThe Journal of Wealth Management January 2019, 21 (4) 98-105; DOI: https://doi.org/10.3905/jwm.2019.21.4.098
- Midterm Elections’ Stock Market Surge: An Unintentional Gift from US PoliticiansJędrzej Białkowski and Aynaz NahavandiThe Journal of Wealth Management January 2019, 21 (4) 76-84; DOI: https://doi.org/10.3905/jwm.2019.21.4.076
- Entrepreneurs Breed ESG-Rich Companies: Reap Exceptional Returns as Harvest ByproductJoel M. ShulmanThe Journal of Index Investing March 2019, 9 (4) 18-45; DOI: https://doi.org/10.3905/jii.2019.1.065
- Crowded Trades: Implications for Sector Rotation and Factor TimingWilliam Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management June 2019, 45 (5) 46-57; DOI: https://doi.org/10.3905/jpm.2019.45.5.046
- Fine-Tuning Private Equity Replication Using Textual AnalysisAnanth Madhavan and Aleksander SobczykThe Journal of Financial Data Science January 2019, 1 (1) 111-121; DOI: https://doi.org/10.3905/jfds.2019.1.1.111
- Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio ConstructionPetter N. Kolm and Gordon RitterThe Journal of Portfolio Management December 2020, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196
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