Journal of Index Investing

Aims & Scope

The Journal of Index Investing (JII) provides coverage of the latest innovations in Exchange Traded Funds (ETFs), Exchange Traded Products (ETPs), and Indexes.

It offers rigorous research and analysis of products, sector allocations, and investment strategies for those creating or investing in index products.

JII addresses challenging ideas and practical tools that help investors to optimize investment prospects, identify innovative uses for indexes, ETFs and ETPs, and incorporate the latest research in the market into their own investment plans.

Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar

Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Business, Management and Accounting and Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Strategic Allocation to Premiums in the Equity Market

  Citation: 31

  Authors: David

• Liquidity and Price Discovery in Exchange-Traded Funds: <i>One of Several Possible Lessons from the Flash Crash</i>

  Citation: 27

  Authors: Milan, Ian, Vitaly, Henry

• Smart Beta 2.0

  Citation: 25

  Authors: Noël, Felix

• Are VIX Futures ETPs Effective Hedges?

  Citation: 24

  Authors: Geng, Craig, Olivia

• Performance and Risk Analysis of Index-Based ESG Portfolios

  Citation: 24

  Authors: Guido, Linda-Eling, Dimitris, Zoltán, Laura

• Equity ETFs versus Index Futures: <i>A Comparison for Fully Funded Investors</i>

  Citation: 20

  Authors: Ananth, Ursula, Wei, Daphne Yan

• Issues in Mutual Fund Soft-Dollar Trades

  Citation: 18

  Authors: John A.

• Risk and Return Characteristics of Environmental, Social, and Governance (ESG) Equity ETFs

  Citation: 18

  Authors: Srinidhi

• Issues in Mutual Fund Revenue Sharing Payments

  Citation: 17

  Authors: John A.

• Factor Investing in Credit

  Citation: 16

  Authors: Harald, Hendrik, Philip, Jieyan