 In 1996, Halley and Bob Nickas, a curator and writer, co-founded "index", a magazine inspired by Andy Warhol's "Interview" that featured interviews with people in various creative fields.Halley ran index from his New York studio.The magazine often employed rising photographers like Juergen Teller, Terry Richardson, Wolfgang Tillmans, and Ryan McGinley, and ran interviews with artists of diverse media like Björk, Brian Eno, Marc Jacobs, Agnes b., Diamanda Galas, Harmony Korine, and Scarlett Johansson.