The Market Impact of Passive Trading

Michael Aked; Max Moroz

doi:10.3905/jot.2015.10.3.005

The Market Impact of Passive Trading

Michael Aked and Max Moroz

The Journal of Trading Summer 2015, 10 (3) 5-12; DOI: https://doi.org/10.3905/jot.2015.10.3.005

Michael Aked

is a director of product design at Research Affiliates, LLC, in Newport Beach, CA.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: aked@rallc.com

Max Moroz

is a senior vice president and head of investment systems at Research Affiliates, LLC, in Newport Beach, CA.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: moroz@rallc.com

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Trading

Vol. 10, Issue 3

Summer 2015

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Trading.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following The Market Impact of Passive Trading

Message Subject (Your Name) has sent you a message from The Journal of Trading

Message Body (Your Name) thought you would like to see the The Journal of Trading web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

The Market Impact of Passive Trading

Michael Aked, Max Moroz

The Journal of Trading Jun 2015, 10 (3) 5-12; DOI: 10.3905/jot.2015.10.3.005

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

The Market Impact of Passive Trading

Michael Aked, Max Moroz

The Journal of Trading Jun 2015, 10 (3) 5-12; DOI: 10.3905/jot.2015.10.3.005

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

Concepts, Components, and Collections of Trading Strategies and Market Color
Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost

Google Scholar

Main menu

User menu

Search

The Journal of Trading

The Market Impact of Passive Trading

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

The Market Impact of Passive Trading

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected