Jordan Brooks

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 13,337

SSRN RANKINGS

Top 13,337

in Total Papers Downloads

3,672

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Yield Curve Premia

Number of pages: 67 Posted: 22 Apr 2017 Last Revised: 07 Jul 2017
Jordan Brooks and Tobias J. Moskowitz
AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 2,086 (6,919)
Citation 6

Abstract:

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fixed income, asset pricing, international financial markets

2.

Style Investing in Fixed Income

Journal of Portfolio Management, Forthcoming
Number of pages: 36 Posted: 06 Mar 2018
Jordan Brooks, Diogo Palhares and Scott A. Richardson
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 854 (27,853)
Citation 1

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fixed income, style investing, government bonds, corporate bonds

3.
Downloads 431 ( 68,218)
Citation 1

Post-FOMC Announcement Drift in U.S. Bond Markets

Stanford University Graduate School of Business Research Paper No. 18-2
Number of pages: 93 Posted: 15 Dec 2017 Last Revised: 21 Oct 2019
Jordan Brooks, Michael Katz and Hanno N. Lustig
AQR Capital Management, LLC, AQR Capital Management, LLC and Stanford Graduate School of Business
Downloads 422 (69,210)

Abstract:

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monetary policy, mutual funds, FOMC announcements, slow-moving capital, term structure

Post-Fomc Announcement Drift in U.S. Bond Markets

NBER Working Paper No. w25127
Number of pages: 86 Posted: 08 Oct 2018 Last Revised: 26 Oct 2018
Jordan Brooks, Michael Katz and Hanno Lustig
AQR Capital Management, LLC, AQR Capital Management, LLC and Stanford University
Downloads 9 (627,082)
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Sovereign Credit Quality and Violations of the Law of One Price

Number of pages: 35 Posted: 23 Aug 2016 Last Revised: 04 Nov 2019
Interdisciplinary Center (IDC) Herzliyah, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Downloads 257 (120,874)

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Liquidity, International Bond Pricing, Financial Crisis, Euro Crisis, Arbitrage

The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds

NBER Working Paper No. w22576
Number of pages: 49 Posted: 31 Aug 2016
Interdisciplinary Center (IDC) Herzliyah, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Downloads 30 (490,262)

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5.

Active Fixed Income Illusions

Number of pages: 27 Posted: 05 Dec 2019
Jordan Brooks, Tony Gould and Scott A. Richardson
AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 14

Abstract:

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fixed income funds, fixed income allocation