Security analysis and valuation
- 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
- 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
- Return Predictability: Evidence from the US–China Supply ChainRui Chen, Zhennan Gao and Xueyong ZhangThe Journal of Portfolio Management March 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143
- Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market TimingStan BeckersThe Journal of Portfolio Management December 2018, 45 (2) 58-67; DOI: https://doi.org/10.3905/jpm.2018.45.2.058
- 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
- Buyback Derangement SyndromeClifford Asness, Todd Hazelkorn and Scott RichardsonThe Journal of Portfolio Management April 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050
- Capacity Analysis for Equity FundsMichael O’Neill, Camille Schmidt and Geoffrey WarrenThe Journal of Portfolio Management April 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036
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