Jordan Brooks

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 7,224

SSRN RANKINGS

Top 7,224

in Total Papers Downloads

11,533

SSRN CITATIONS
Rank 32,961

SSRN RANKINGS

Top 32,961

in Total Papers Citations

28

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Yield Curve Premia

Number of pages: 67 Posted: 22 Apr 2017 Last Revised: 07 Jul 2017
AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads 4,906 (3,581)
Citation 7

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fixed income, asset pricing, international financial markets

2.

Active Fixed Income Illusions

Journal of Fixed Income, Vol. 29, No. 4, 2020, https://jfi.pm-research.com/content/29/4/5
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 London Business School
Downloads 1,631 (21,086)
Citation 4

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fixed income funds, fixed income allocation

3.

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, Independent and London Business School
Downloads 1,520 (23,506)
Citation 3

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fixed income, style investing, government bonds, corporate bonds

4.

(Systematic) Investing in Emerging Market Debt

Number of pages: 39 Posted: 02 Mar 2020 Last Revised: 04 Mar 2020
Jordan Brooks, Scott A. Richardson and Zhikai Xu
AQR Capital Management, LLC, London Business School and AQR Capital Management, LLC
Downloads 1,280 (30,329)

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emerging market bonds, fixed income funds, systematic investing

5.
Downloads 1,081 (38,660)
Citation 6

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

Stanford University Graduate School of Business Research Paper No. 18-2
Number of pages: 75 Posted: 15 Dec 2017 Last Revised: 21 Sep 2020
Jordan Brooks, Michael Katz and Hanno N. Lustig
AQR Capital Management, LLC, AQR Capital Management, LLC and Stanford Graduate School of Business
Downloads 997 (42,792)

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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: 27 Feb 2022
Jordan Brooks, Michael Katz and Hanno Lustig
AQR Capital Management, LLC, AQR Capital Management, LLC and Stanford University
Downloads 84 (553,143)

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6.

Economic Trend

Number of pages: 20 Posted: 21 Feb 2024
Jordan Brooks, Noah Feilbogen, Yao Hua Ooi and Adam Akant
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 623 (81,049)

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Asset Pricing, International Financial Markets, Trend Following, Momentum, Managed Futures, CTA, Global Macro, Hedge Funds

Sovereign Credit Quality and Violations of the Law of One Price

Number of pages: 35 Posted: 23 Aug 2016 Last Revised: 04 Nov 2019
Reichman University - Interdisciplinary Center (IDC) Herzliyah, AQR Capital Management, LLC, Department of Finance, Leonard N. Stern School of Business, New York University and AQR Capital Management, LLC
Downloads 418 (130,414)
Citation 1

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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 Last Revised: 10 Mar 2023
Reichman University - Interdisciplinary Center (IDC) Herzliyah, AQR Capital Management, LLC, Department of Finance, Leonard N. Stern School of Business, New York University and AQR Capital Management, LLC
Downloads 74 (597,308)

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