Susan D. Jordan

University of Kentucky - Finance

Gatton College of Business & Economics

University of Kentucky

Lexington, KY 40506-0034

United States

SCHOLARLY PAPERS

8

DOWNLOADS

25

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Do Long Interest Rates Ever Fall?

Advances in Financial Planning and Forecasting, 2008, Volume 3, Pages 21-36.
Number of pages: 19 Posted: 23 Jul 2014
University of Florida, University of Kentucky - Finance, Belmont University and Loyola University New Orleans - College of Business
Downloads 25 (601,840)

Abstract:

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Term Structure, Treasury STRIPS

2.

Bond ETF Arbitrage Strategies and Daily Cash Flow

Journal of Fixed Income, Volume 27, Number 1, Summer 2017, Pages 49-65.
Posted: 04 Apr 2017 Last Revised: 30 Aug 2017
Jon A. Fulkerson, Susan D. Jordan and Denver Travis
University of Dayton, University of Kentucky - Finance and Loyola University New Orleans - College of Business

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3.

Are Bond ETF Investors Smart?

The Journal of Fixed Income, Volume 24, Number 4, Spring 2015, Pages 60 – 83. (Abstracted in CFA Digest, Volume 45, Number 11, November 2015.)
Posted: 06 Feb 2015 Last Revised: 04 Jan 2016
Jon A. Fulkerson, Susan D. Jordan and Denver Travis
University of Dayton, University of Kentucky - Finance and Loyola University New Orleans - College of Business

Abstract:

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Bond ETF, exchange-traded funds, flows

4.

Predictability in Bond ETF Returns

Journal of Fixed Income, Forthcoming
Posted: 05 Jun 2013 Last Revised: 03 Oct 2013
Jon A. Fulkerson, Susan D. Jordan and Timothy B. Riley
University of Dayton, University of Kentucky - Finance and University of Arkansas - Department of Finance

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ETF, NAV, premium, discount

5.

End-of-Day Pricing in the U.S. Treasury Market: A Comparison of Govpx and the Frbny

Posted: 22 Nov 2004
Susan D. Jordan and David R. Kuipers
University of Kentucky - Finance and University of Missouri at Kansas City - Department of Finance, Information Management, and Strategy

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Treasury Market, GovPX, FRBNY

6.

Salomon Brothers and the May 1991 Treasury Auction: Analysis of a Market Corner

Posted: 10 May 2000
Bradford D. Jordan and Susan D. Jordan
University of Florida and University of Kentucky - Finance

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7.

Special Repo Rates: An Empirical Analysis

J. OF FINANCE
Posted: 02 Apr 1997
Bradford D. Jordan and Susan D. Jordan
University of Florida and University of Kentucky - Finance

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8.

A Reexamination of Option Values Implicit in Callable Treasury Bonds

JOURNAL OF FINANCIAL ECONOMICS, 1995
Posted: 05 Dec 1994
Bradford D. Jordan, Susan D. Jordan and Randy D. Jorgensen
University of Florida, University of Kentucky - Finance and Creighton University

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