How index trading increases market vulnerability
RN Sullivan, JX Xiong - Financial Analysts Journal, 2012 - Taylor & Francis
… Sullivan, CFA, is head of publications at CFA Institute, Charlottesville, Virginia. James X.
Xiong, CFA, is a senior research consultant at Morningstar Investment Management, Chicago. …
Xiong, CFA, is a senior research consultant at Morningstar Investment Management, Chicago. …
Nintedanib plus pemetrexed versus placebo plus pemetrexed in patients with relapsed or refractory, advanced non-small cell lung cancer (LUME-Lung 2): a …
NH Hanna, R Kaiser, RN Sullivan, OR Aren, MJ Ahn… - Lung Cancer, 2016 - Elsevier
Objectives LUME-Lung 2 investigated the efficacy/safety of nintedanib plus pemetrexed in
patients with pretreated non-squamous non-small cell lung cancer (NSCLC). Materials and …
patients with pretreated non-squamous non-small cell lung cancer (NSCLC). Materials and …
The limits to arbitrage and the low-volatility anomaly
The authors found that over 1963–2010, the existence and trading efficacy of the low-volatility
stock anomaly were more limited than widely believed. For example, they found no …
stock anomaly were more limited than widely believed. For example, they found no …
Lume-lung 2: A multicenter, randomized, double-blind, phase III study of nintedanib plus pemetrexed versus placebo plus pemetrexed in patients with advanced …
NH Hanna, R Kaiser, RN Sullivan, OR Aren, MJ Ahn… - 2013 - ascopubs.org
8034 Background: Nintedanib (N) is an oral inhibitor of VEGFR, FGFR, and PDGFR. This
global phase 3 study investigated the safety and efficacy of N + pemetrexed (PEM) vs placebo (…
global phase 3 study investigated the safety and efficacy of N + pemetrexed (PEM) vs placebo (…
The low-volatility anomaly: Market evidence on systematic risk vs. mispricing
… Sullivan and Dr. GarciaFeijóo were both recused from the peer-review and accept ance
processes, and the reviewers were unaware of their identities. The article was accepted in June …
processes, and the reviewers were unaware of their identities. The article was accepted in June …
[PDF][PDF] Hedge fund alpha: Cycle or sunset
RN Sullivan - The Journal of Alternative Investments, 2021 - hedgenordic.com
The hedge fund industry has grown from $200 billion in assets under management around
the turn of the millennium to now over $3 trillion. Many reports have criticized hedge funds for …
the turn of the millennium to now over $3 trillion. Many reports have criticized hedge funds for …
Low-volatility cycles: The influence of valuation and momentum on low-volatility portfolios
L Garcia-Feijóo, L Kochard, RN Sullivan… - Financial Analysts …, 2015 - Taylor & Francis
… Sullivan and Dr. Garcia-Feijóo were both recused from the peer-review and acceptance
processes, and the reviewers were unaware of their identities. In addition, they are ineligible to …
processes, and the reviewers were unaware of their identities. In addition, they are ineligible to …
Sell-side analysts and gender: A comparison of performance, behavior, and career outcomes
… Sullivan, CFA, is head of publications at CFA Institute, Charlottesville, Virginia. Danielle
Xu is associate professor of business administration at Gonzaga University, Spokane, …
Xu is associate professor of business administration at Gonzaga University, Spokane, …
Markets in crisis
JC Bogle, RN Sullivan - Financial Analysts Journal, 2009 - Taylor & Francis
… Sullivan: I think it’s fair to say that the structural bull market that began some 20 years ago
in the aftermath of the Cold War has come to an end. During this bull market, it’s probably …
in the aftermath of the Cold War has come to an end. During this bull market, it’s probably …
The limits to arbitrage revisited: The accrual and asset growth anomalies
X Li, RN Sullivan - Financial Analysts Journal, 2011 - Taylor & Francis
… Sullivan, CFA, is head of publications at CFA Institute, Charlottesville, Virginia. … See Li
and Sullivan (2011a) for a thorough discussion of various unintended consequences of active …
and Sullivan (2011a) for a thorough discussion of various unintended consequences of active …