Jordan Brooks

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 8,282

SSRN RANKINGS

Top 8,282

in Total Papers Downloads

7,411

SSRN CITATIONS
Rank 40,982

SSRN RANKINGS

Top 40,982

in Total Papers Citations

14

CROSSREF CITATIONS

4

Scholarly Papers (6)

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 2,852 (5,790)
Citation 5

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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 AQR Capital Management, LLC
Downloads 1,396 (18,084)
Citation 1

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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, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 1,122 (25,006)
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, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 977 (30,494)

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emerging market bonds, fixed income funds, systematic investing

5.
Downloads 719 ( 46,477)
Citation 3

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 695 (48,027)

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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: 29 Aug 2021
Jordan Brooks, Michael Katz and Hanno Lustig
AQR Capital Management, LLC, AQR Capital Management, LLC and Stanford University
Downloads 24 (649,687)

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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 306 (128,834)
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: 09 Sep 2021
Interdisciplinary Center (IDC) Herzliyah, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Downloads 39 (555,217)

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