Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Stephen Laipply"'
Autor:
Stephen Laipply, Ananth Madhavan
Publikováno v:
The Journal of Fixed Income. 32:6-19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eec511e1796451072c6fb00ade833c70
https://doi.org/10.3905/jfi.2022.1.151
https://doi.org/10.3905/jfi.2022.1.151
Publikováno v:
The Journal of Fixed Income. 31:66-78
The authors provide empirical evidence on functioning of the primary market for iShares fixed income exchange-traded funds (ETFs) during the Covid-19 crisis, the first analysis of custom redemption baskets in the growing literature on ETFs. The autho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81182a0dbdf68b5d63e3b78b27486bd8
https://doi.org/10.3905/jfi.2021.1.126
https://doi.org/10.3905/jfi.2021.1.126
Autor:
Ananth Madhavan, Stephen Laipply
Publikováno v:
The Journal of Index Investing. 11:7-19
We show that during the 2020 Covid-19 crisis: (a) Bond ETFs acted as vehicles of price discovery, and with prices often close to their intrinsic values, despite deviations from Net Asset Value (NAV) that at times were large; (b) Bond ETFs allowed inv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e9b7c8bc93fc1b578dbda11b6a122b04
https://doi.org/10.3905/jii.2020.1.096
https://doi.org/10.3905/jii.2020.1.096
Publikováno v:
The Journal of Trading. 13:62-70
The over-the-counter global corporate bond market, characterized by opacity and illiquidity, is undergoing a rapid transformation driven by new regulations and technology. Bond exchange-traded funds (ETFs) offer one vision of the possible future of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ee26425bd11b34a2205ab391c89b55fc
https://doi.org/10.3905/jot.2018.13.4.062
https://doi.org/10.3905/jot.2018.13.4.062
Autor:
Stephen Laipply, Matthew Tucker
Publikováno v:
The Journal of Index Investing. 9:67-83
This article seeks to explain the relationship between the yields, cash flows, and total returns of fixed income index portfolios (mutual funds or ETFs) as observable duration-targeted bond portfolios. It builds on prior work by Leibowitz et al., but
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b9499882362cb3745336f14fbbd9cdd
https://doi.org/10.3905/jii.2018.1.059
https://doi.org/10.3905/jii.2018.1.059
Publikováno v:
The Journal of Trading. 13:59-61
In our original JOT paper, we described a logical approach to developing and implementing an intraday intrinsic value estimate. The approach is “bottoms up” or bond-by-bond, based on adjustments to previous quotes or trade prices for subsequent m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c234b22c7ea3a2324c1bbfbd5aeb040b
https://doi.org/10.3905/jot.2018.1.065
https://doi.org/10.3905/jot.2018.1.065
Publikováno v:
The Journal of Trading. 11:32-40
The over-the-counter global corporate bond market, characterized by opacity and illiquidity, is undergoing a rapid transformation driven by new regulations and technology. Bond exchange-traded funds (ETFs) offer one vision of the possible future of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::00afb8caf2ebb18d1515e5572fbf229b
https://doi.org/10.3905/jot.2016.11.3.032
https://doi.org/10.3905/jot.2016.11.3.032
Publikováno v:
The Journal of Index Investing. 6:88-102
Market efficiency is an important topic for academics and practitioners. The main characteristic of efficiency is how accurately and quickly asset prices reflect available information. Among the reasons why they may not reflect this information is in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b34710a499cdd19c7befdb30a83282f
https://doi.org/10.3905/jii.2016.6.4.088
https://doi.org/10.3905/jii.2016.6.4.088
Autor:
Matthew Tucker, Stephen Laipply
Publikováno v:
The Journal of Portfolio Management. 39:49-62
Fixed-income exchange-traded funds (ETFs) are bond portfolios that trade on a stock exchange. They present a unique opportunity to compare the valuation of fixed-income securities on exchange-driven and over-the-counter (OTC) markets. Tucker and Laip
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12661e2332785cb8ffd4aa215e1d2400
https://doi.org/10.3905/jpm.2013.39.2.049
https://doi.org/10.3905/jpm.2013.39.2.049
Publikováno v:
The Journal of Trading.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eeae9427baec666d9e7f1ef04db48442
https://doi.org/10.3905/jot.2016.2016.1.047
https://doi.org/10.3905/jot.2016.2016.1.047