| Special repo rates: An empirical analysis BD Jordan, SD Jordan The Journal of Finance 52 (5), 2051-2072, 1997 | 248 | 1997 |
| Seasonality in daily bond returns SD Jordan, BD Jordan Journal of Financial and Quantitative Analysis 26 (2), 269-285, 1991 | 153 | 1991 |
| Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner BD Jordan, SD Jordan Journal of Banking & Finance 20 (1), 25-40, 1996 | 72 | 1996 |
| Tax options and the pricing of Treasury bond triplets: Theory and evidence BD Jordan, SD Jordan Journal of Financial Economics 30 (1), 135-164, 1991 | 45 | 1991 |
| A reexamination of option values implicit in callable Treasury bonds BD Jordan, SD Jordan, RD Jorgensen Journal of Financial Economics 38 (2), 141-162, 1995 | 31 | 1995 |
| Predictability in bond ETF returns JA Fulkerson, SD Jordan, TB Riley The Journal of Fixed Income 23 (3), 50, 2014 | 18 | 2014 |
| The mispricing of callable US Treasury bonds: A closer look BD Jordan, SD Jordan, DR Kuipers Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1998 | 16 | 1998 |
| Hedging interest rate risk with futures portfolios under full-rank assumptions JE Hilliard, SD Jordan Journal of Financial and Quantitative Analysis 24 (2), 217-240, 1989 | 14 | 1989 |
| Are bond ETF investors smart? JA Fulkerson, SD Jordan, DH Travis The Journal of Fixed Income 24 (4), 60, 2015 | 13 | 2015 |
| Bond ETF Arbitrage Strategies and Daily Cash Flow JA Fulkerson, SD Jordan, DH Travis The Journal of Fixed Income 27 (1), 49, 2017 | 11 | 2017 |
| END‐OF‐DAY PRICING IN THE US TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK SD Jordan, DR Kuipers Journal of Financial Research 28 (1), 97-113, 2005 | 9 | 2005 |
| Hedging interest rate risk under term structure effects: An application to financial institutions JE Hilliard, SD Jordan Journal of Financial Research 15 (4), 355-368, 1992 | 8 | 1992 |
| Tax-timing options and the relative yields on municipal and taxable bonds B Jordan, SD Jordan University of Missouri-Columbia. Mimeo, 1990 | 8 | 1990 |
| Commercial mortgage-backed securities: An investor's primer DJ Hartzell, A Lepcio, JD Fernald, S Jordan Housing Fin. Rev. 6, 169, 1987 | 8 | 1987 |
| Measuring risk in fixed payment securities: An empirical test of the structured full rank covariance matrix JE Hilliard, SD Jordan Journal of Financial and Quantitative Analysis 26 (3), 345-362, 1991 | 5 | 1991 |
| Option Prices Implicit in Callable Treasury Bonds: A Resolution of the Callable US Treasury Bond Puzzle BD Jordan, SD Jordan, R Jorgensen Journal of Financial Economics 38, 141-162, 1995 | 4 | 1995 |
| ETF Arbitrage and Daily Cash Flow JA Fulkerson, SD Jordan, DH Travis The Journal of Investing, 2021 | 3 | 2021 |
| Do Long Interest Rates Ever Fall? BD Jordan, SD Jordan, JC Smolira, DH Travis Advances in Financial Planning and Forecasting, 21-35, 2008 | 3 | 2008 |
| Equity ETF arbitrage and daily cash flow JA Fulkerson, SD Jordan, DH Travis FMA conference 8, 2018 | 1 | 2018 |
| End-of-Day Pricing in the US Treasury Market: A Comparison of Govpx and the Frbny SD Jordan, DR Kuipers Available at SSRN 527603, 2004 | | 2004 |
