Fundamental equity analysis
- Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than TenThomas K. Philips and Adam KoborThe Journal of Portfolio Management February 2020, 46 (4) 140-155; DOI: https://doi.org/10.3905/jpm.2020.1.124
- Relative Shortage of Long-Term Treasury Securities and the Flat Yield CurvePeng ZhangThe Journal of Fixed Income December 2019, 29 (3) 68-76; DOI: https://doi.org/10.3905/jfi.2019.1.078
- On Black’s Leverage Effect in Firms with No LeverageJasmina Hasanhodzic and Andrew W. LoThe Journal of Portfolio Management October 2019, 46 (1) 106-122; DOI: https://doi.org/10.3905/jpm.2019.46.1.106
- Valuation Bias and Limits to NudgesHersh ShefrinThe Journal of Portfolio Management June 2019, 45 (5) 112-124; DOI: https://doi.org/10.3905/jpm.2019.45.5.112
- Is There a Quid Pro Quo between Hedge Funds and Sell-Side Equity Analysts?April Klein, Anthony Saunders and Yu Ting Forester WongThe Journal of Portfolio Management August 2019, 45 (6) 117-132; DOI: https://doi.org/10.3905/jpm.2019.45.6.117
- Randomness for Asset Prices Constrained by Price Limit Regimes: A Malaysian Case StudyImtiaz Mohammad Sifat and Azhar MohamadThe Journal of Private Equity August 2019, 22 (4) 111-144; DOI: https://doi.org/10.3905/jpe.2019.22.4.111
- The Need for Speed: Does High-Frequency Trading Make or Break Equity Markets?Ramu Thiagarajan, Richard F. Lacaille, Hanbin Im and Jingyan WangThe Journal of Index Investing August 2019, 10 (2) 6-23; DOI: https://doi.org/10.3905/jii.2019.10.2.006
- A Practical Approach to Advanced Text Mining in FinanceJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science January 2019, 1 (1) 122-129; DOI: https://doi.org/10.3905/jfds.2019.1.1.122
- Intra-Industry Uncertainty and Firm ValuationWei Du, Haizhi Wang and Jianrong WangThe Journal of Investing July 2019, 28 (5) 16-27; DOI: https://doi.org/10.3905/joi.2019.1.091
- “Fake” Tariff News: Is Corporate America Concerned with Trade Wars?Julia Klevak, Joshua Livnat, Duo Pei and Kate SuslavaThe Journal of Investing July 2019, 28 (5) 122-131; DOI: https://doi.org/10.3905/joi.2019.1.088
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