Security analysis and valuation
- Using Simulation to Better Understand Price Determination in a Nonfrictionless Equity MarketJian Hua, Robert A. Schwartz and Gregory SipressThe Journal of Portfolio Management October 2017, 44 (1) 142-159; DOI: https://doi.org/10.3905/jpm.2017.44.1.142
- Short Interest, Bearish Option Trades, and Short-Sale ConstraintsBrian DuThe Journal of Derivatives August 2017, 25 (1) 55-70; DOI: https://doi.org/10.3905/jod.2017.25.1.055
- Commentary: Passive Investing and Market EfficiencyBradford CornellThe Journal of Investing August 2017, 26 (3) 7-9; DOI: https://doi.org/10.3905/joi.2017.26.3.007
- Protecting against Loss: Protective Put Strategies
versus Stop-Loss StrategiesRyan McKeon and Marko SvetinaThe Journal of Investing August 2017, 26 (3) 65-76; DOI: https://doi.org/10.3905/joi.2017.26.3.065 - Equity Duration and Portfolio Risk ManagementJohn B. Broughton and Bento J. LoboThe Journal of Investing August 2017, 26 (3) 29-40; DOI: https://doi.org/10.3905/joi.2017.26.3.029
- Risk Premium of Social Media SentimentPatrick Houlihan and Germán G. CreamerThe Journal of Investing August 2017, 26 (3) 21-28; DOI: https://doi.org/10.3905/joi.2017.26.3.021
- Systematic Diversification Using BetaPaul Bouchey, Tianchuan Li and Vassilii NemtchinovThe Journal of Investing August 2017, 26 (3) 144-151; DOI: https://doi.org/10.3905/joi.2017.26.3.144
- Implied Volatility Changes as Evidence of Stock Price DisequilibriumDean Diavatopoulos and Andy FodorThe Journal of Investing August 2017, 26 (3) 129-143; DOI: https://doi.org/10.3905/joi.2017.26.3.129
- Managing U.S. Stock Market Oil Price Risk Using
Exchange-Traded FundsRobert Patterson, Richard Haskell and Ronald ManoThe Journal of Investing August 2017, 26 (3) 121-128; DOI: https://doi.org/10.3905/joi.2017.26.3.121 - A Continuous Return Model for the Low-Volatility and
Low-Beta AnomaliesAnna Agapova, Robert Ferguson and Dean LeistikowThe Journal of Investing August 2017, 26 (3) 107-120; DOI: https://doi.org/10.3905/joi.2017.26.3.107
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