Security analysis and valuation
- Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class IdentificationChao Ma, Brian Jacobsen and Wai LeeThe Journal of Financial Data Science July 2019, 1 (3) 29-40; DOI: https://doi.org/10.3905/jfds.2019.1.006
- When More Or Less Is Less: Managers’ ClichésJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science July 2019, 1 (3) 57-67; DOI: https://doi.org/10.3905/jfds.2019.1.3.057
- Modeling Analysts’ Recommendations via Bayesian Machine LearningDavid Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew SinclairThe Journal of Financial Data Science January 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075
- Rethinking Alternative Data in Institutional InvestmentAshby Monk, Marcel Prins and Dane RookThe Journal of Financial Data Science January 2019, 1 (1) 14-31; DOI: https://doi.org/10.3905/jfds.2019.1.1.014
- The World Has Changed: Investing in the New EconomyJeffrey B. MaddenThe Journal of Wealth Management July 2019, 22 (2) 87-98; DOI: https://doi.org/10.3905/jwm.2019.1.076
- The Size Premium in Equity Markets: Where Is the Risk?Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière and Jean-Philippe BouchaudThe Journal of Portfolio Management June 2019, 45 (5) 58-68; DOI: https://doi.org/10.3905/jpm.2019.1.086
- Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and PerformanceGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Portfolio Management June 2019, 45 (5) 69-83; DOI: https://doi.org/10.3905/jpm.2019.45.5.069
- Risk and Reward in the Orphan Drug IndustryAndrew W. Lo and Richard T. ThakorThe Journal of Portfolio Management June 2019, 45 (5) 30-45; DOI: https://doi.org/10.3905/jpm.2019.45.5.030
- The Pre-FOMC Announcement Drift: An Empirical AnalysisArik Ben Dor and Carlo RosaThe Journal of Fixed Income March 2019, 28 (4) 60-72; DOI: https://doi.org/10.3905/jfi.2019.28.4.060
- When Short Sellers and Corporate Insiders Agree on Stock PricingChune Young Chung, Hong Kee Sul and Kainan WangThe Journal of Portfolio Management March 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084
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