Security analysis and valuation
- Do Daily Dividends Reduce Stock Return Volatility and Value-at-Risk?MD. Noman SiddikeeThe Journal of Private Equity August 2018, 21 (4) 75-85; DOI: https://doi.org/10.3905/jpe.2018.1.072
- Divesting to Create Shareholder Value: Pension Plans Through a Divestment LensRohit Mathur and Glenn O’BrienThe Journal of Investing October 2018, 27 (supplement) 81-84; DOI: https://doi.org/10.3905/joi.2018.27.supplement.081
- An Analysis of Debt and Equity Market Reaction to Pension Risk Transfer Announcements: What Investors Need to KnowDavid R. Cantor, Frederick M. Hood and Mark L. PowerThe Journal of Investing October 2018, 27 (supplement) 8-20; DOI: https://doi.org/10.3905/joi.2018.27.supplement.008
- Outperformance through Investing in ESG in NeedJason Hsu, Xiaoyang Liu, Keren Shen, Vivek Viswanathan and Yanxiang ZhaoThe Journal of Index Investing August 2018, 9 (2) 18-26; DOI: https://doi.org/10.3905/jii.2018.9.2.018
- The Impact of Flows into Exchange-Traded Funds: Volumes and CorrelationsAnanth Madhavan and Daniel MorilloThe Journal of Portfolio Management July 2018, 44 (7) 96-107; DOI: https://doi.org/10.3905/jpm.2018.44.7.096
- Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and TwitterShreyash Agrawal, Pablo D. Azar, Andrew W. Lo and Taranjit SinghThe Journal of Portfolio Management July 2018, 44 (7) 85-95; DOI: https://doi.org/10.3905/jpm.2018.44.7.085
- The Global Capital Stock: Finding a Proxy for the Unobservable Global Market PortfolioGregory Gadzinski, Markus Schuller and Andrea VacchinoThe Journal of Portfolio Management July 2018, 44 (7) 12-23; DOI: https://doi.org/10.3905/jpm.2018.44.7.012
- Volatility Aversion in the Options Market Based on News SentimentMatthias W. UhlThe Journal of Derivatives May 2018, 25 (4) 24-35; DOI: https://doi.org/10.3905/jod.2018.25.4.024
- Oasis or Mirage: Assessing Low-Risk Investing from a Global PerspectiveEdward N.W. Aw, John Q. Jiang, Gregory Y. Sivin and Aye M. SoeThe Journal of Investing May 2018, 27 (2) 90-104; DOI: https://doi.org/10.3905/joi.2018.27.2.090
- Reinvestment and Global Stock ReturnsHaim A. MozesThe Journal of Investing May 2018, 27 (2) 9-21; DOI: https://doi.org/10.3905/joi.2018.27.2.009
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