Technical analysis
- Editor’s LetterBrian R. BruceThe Journal of Investing November 2010, 19 (4) 1; DOI: https://doi.org/10.3905/joi.2010.19.4.001
- Dividends and MomentumOwain ap Gwilym, Andrew D Clare, James Seaton and Stephen H ThomasThe Journal of Investing May 2009, 18 (2) 42-49; DOI: https://doi.org/10.3905/JOI.2009.18.2.042
- Institutional S&P 500 Index Mutual Funds as Financial CommoditiesJohn A. Haslem, H. Kent Baker and David M. SmithThe Journal of Investing May 2008, 17 (2) 24-34; DOI: https://doi.org/10.3905/joi.2008.707215
- Market Breadth, Trin Statistic,and Market ReturnsMin Qi and Xinlei ZhaoThe Journal of Investing February 2008, 17 (1) 65-73; DOI: https://doi.org/10.3905/joi.2008.701962
- Profitability of Price Momentum StrategiesPaul Ryan and Rowan CurtinThe Journal of Investing November 2006, 15 (4) 38-45; DOI: https://doi.org/10.3905/joi.2006.669097
- A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility FunctionsHui Jin, Jun-Ya Gotoh and Ushio SumitaThe Journal of Derivatives August 2007, 15 (1) 67-85; DOI: https://doi.org/10.3905/jod.2007.694793
- Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal VariationFred Espen Benth, Steen Koekkebakker and Fridthjof OllmarThe Journal of Derivatives August 2007, 15 (1) 52-66; DOI: https://doi.org/10.3905/jod.2007.694791
- An Efficient Algorithm for Basket Default Swap ValuationMi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua HsiehThe Journal of Derivatives November 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043
- Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBPCelso Brunetti and Peter M. LildholdtThe Journal of Derivatives November 2007, 15 (2) 39-59; DOI: https://doi.org/10.3905/jod.2007.699045
- High-Quality SecuritizationsLewis Rinaudo Cohen and Kristen LamThe Journal of Structured Finance July 2015, 21 (2) 34-38; DOI: https://doi.org/10.3905/jsf.2015.21.2.034
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