User profiles for Rodney Sullivan

Rodney Sullivan

AQR Capital Management
Verified email at aqr.com
Cited by 756

How index trading increases market vulnerability

RN Sullivan, JX Xiong - Financial Analysts Journal, 2012 - Taylor & Francis
The authors found that the rise in popularity of index trading—assets invested in index funds
reached more than $1 trillion at the end of 2010—contributes to higher systematic equity …

The limits to arbitrage and the low-volatility anomaly

X Li, RN Sullivan, L Garcia-Feijóo - Financial Analysts Journal, 2014 - Taylor & Francis
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 …

The low-volatility anomaly: Market evidence on systematic risk vs. mispricing

X Li, RN Sullivan, L Garcia-Feijóo - Financial Analysts Journal, 2016 - Taylor & Francis
The authors explored whether the well-publicized anomalous returns associated with low-volatility
stocks can be attributed to market mispricing or to compensation for higher systematic …

[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 …

Search for electroweak interactions in amino acid crystals. II. The Salam hypothesis

R Sullivan, M Pyda, J Pak, B Wunderlich… - The Journal of …, 2003 - ACS Publications
In 1991, A. Salam proposed that the electroweak interaction might promote tunneling through
the potential barrier existing between chiral molecules (ie, a phase transition at a critical …

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
Research showing that the lowest-risk stocks tend to outperform the highest-risk stocks over
time has led to rapid growth in so-called low-risk equity investing in recent years. The …

Sell-side analysts and gender: A comparison of performance, behavior, and career outcomes

X Li, RN Sullivan, D Xu, G Gao - Financial Analysts Journal, 2013 - Taylor & Francis
Using a comprehensive sample of investment recommendations, the authors investigated
differences in the performance, behavior, and career outcomes of male and female sell-side …

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 …

The limits to arbitrage revisited: The accrual and asset growth anomalies

X Li, RN Sullivan - Financial Analysts Journal, 2011 - Taylor & Francis
Using idiosyncratic volatility as a proxy for arbitrage costs, the authors found that the highly
publicized accrual and asset growth anomalies exist because of high barriers to arbitrage, …

Evaluation of a two‐dimensional diode array for patient‐specific quality assurance of HyperArc

RA Popple, RJ Sullivan, Y Yuan, X Wu… - Journal of applied …, 2021 - Wiley Online Library
Rodney J. Sullivan made substantial contributions to the interpretation of data for the work;
revising it critically for important intellectual content; gave final approval of the version to be …