Bond Market Price Discovery: Clarity Through the Lens of an Exchange

M Tucker, S Laipply - Journal of Portfolio Management, 2013 - search.proquest.com
… Tucker and Laipply quantify the price discovery properties of fixed-income ETFs, focusing
in particular on the speed at which the ETF and OTC bond markets reflect new price …

Pricing and liquidity of fixed income ETFs in the COVID-19 virus crisis of 2020

S Laipply, A Madhavan - The Journal of Index Investing, 2020 - search.proquest.com
… Indeed, for the brief period from 3/2/2020–3/20/2020, the period of greatest volatility and
the focus of this research, we see that nearly 40% of LQD’s constituent holdings traded less …

Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios

A Madhavan, S Laipply, A Sobczyk - The Journal of Trading, 2018 - pm-research.com
The over-the-counter global corporate bond market, characterized by opacity and illiquidity,
is undergoing a rapid transformation driven by new regulations and technology. Bond …

Sources of excess return and implications for active fixed-income portfolio construction

S Laipply, A Madhavan, A Sobczyk… - The Journal of …, 2019 - jpm.pm-research.com
… Our key objective is to decompose a fund’s excess return according to the factor model
given earlier. Here, the primary factors are time return, static exposure to risk factors such as …

[BOOK][B] A case study of self-efficacy and attitudes toward science in an inquiry-based biology laboratory

RS Laipply - 2004 - search.proquest.com
… This work is dedicated to my children, Erica Lee Laipply and Kelly Renee Laipply. They were
… one’s level of positive or negative feelings toward science while self-efficacy refers to one’s

What Happens to Bond Liquidity When Some Bonds of the Issuer Mature?

…, MG Subrahmanyam, S Laipply… - The Journal of Fixed …, 2023 - pm-research.com
The Journal of Fixed Income (JFI) provides sophisticated analytical research and case studies
on bond instruments of all types—investment grade, high-yield, municipals, ABS and MBS…

The Primary Market Process for Fixed Income Exchange-Traded Funds Under Market Stress

S Cohen, S Laipply, A Madhavan… - The Journal of Fixed …, 2021 - pm-research.com
The authors provide empirical evidence on functioning of the primary market for iShares
fixed income exchange-traded funds (ETFs) during the Covid-19 crisis, the first analysis of …

Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDX

V Konstantinovsky, SA Laipply… - The Journal of Index …, 2016 - search.proquest.com
… For example, given their relative liquidity properties, we expect the previous month’s
TES1 returns to partially explain this month’s TES10 ER but not vice versa. To verify this, we …

Age-related changes on a children's test of sensory-level speech perception capacity

TE Hnath-Chisolm, E Laipply, A Boothroyd - Journal of Speech, Language …, 1998 - ASHA
… This manuscript is based on Erin Laipplys thesis, supervised by Theresa E. Hnath-Chisolm
and submitted in partial fulfillment of degree requirements. We appreciate the support of the …

Bond Mutual Fund and Exchange-Traded Fund Flows in Stressed Markets: Empirical Evidence on the Destabilization Hypothesis.

S Laipply, A Madhavan - Journal of Fixed Income, 2023 - search.ebscohost.com
The proposed mechanism for what we term the destabilization hypothesis is that an
exogenous shock triggers large redemptions by fund investors, requiring fund managers to sell …