Jordan Brooks

AQR Capital Management, LLC

Greenwich, CT

United States

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SCHOLARLY PAPERS

7

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13,322

TOTAL CITATIONS

17

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Scholarly Papers (7)

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1.

Yield Curve Premia

Number of pages: 67 Posted: 22 Apr 2017 Last Revised: 07 Jul 2017

Jordan Brooks, Tobias J. Moskowitz and Tobias J. Moskowitz

AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital

Downloads 5,455 (3,442)

Citation 8

Abstract:

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 1,777 (21,214)

Citation 5

Abstract:

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 1,736 (22,012)

Citation 3

Abstract:

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 1,432 (29,414)

Abstract:

5.

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 1,187 (38,736)

Abstract:

6.

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

Downloads 1,157 (40,219)

2

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 1,051 (45,407)

Abstract:

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 106 (554,938)

Abstract:

7.

Sovereign Credit Quality and Violations of the Law of One Price

Downloads 578 (102,205)

Citation 1

2

Sovereign Credit Quality and Violations of the Law of One Price

Number of pages: 35 Posted: 23 Aug 2016 Last Revised: 25 Aug 2024

Jacob Boudoukh, Jordan Brooks, Matthew P. Richardson and Zhikai Xu

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 493 (122,859)

Citation 1

Abstract:

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

Jacob Boudoukh, Jordan Brooks, Matthew P. Richardson and Zhikai Xu

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 85 (644,088)

Abstract:

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