Michael Aked

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

2

DOWNLOADS

113

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Time Diversification Redux

Number of pages: 11 Posted: 22 Sep 2017
Michael Aked and Amie Ko
Research Affiliates, LLC and Research Affiliates
Downloads 113 (350,031)

Abstract:

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volatility, time diversification

2.

The Market Impact of Passive Trading

Journal of Trading, vol. 10, no. 3, Summer 2015
Posted: 08 Feb 2017
Max Moroz and Michael Aked
Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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