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Content
November 1998, Volume 54, Issue 6
- 50-61 Crises in Developed and Emerging Stock Markets
by Sandeep A. Patel & Asani Sarkar - 62-74 Franchise Valuation under Q-Type Competition
by Martin L. Leibowitz - 75-80 The Long-Term Expected Rate of Return: Setting It Right
by Olivier de La Grandville - 81-85 The CFA Charter: Adding Value to the Market
by Christopher M. Brockman & Robert Brooks - 86-87 Beyond Wall Street: The Art of Investing (a review)
by Martin S. Fridson & Martin S. Fridson - 87-88 Contrarian Investment Strategies: The Next Generation (a review)
by Martin S. Fridson & Martin S. Fridson
September 1998, Volume 54, Issue 5
- 6-6 From the Editor
by H. Gifford Fong - 7-8 Maintaining Consistent Global Asset Views: A Comment
by Hoi Tay Wong - 9-15 Corporate Monitoring: New Shareholder Power Tool
by Mark Latham - 16-17 The Titanic: The Untold Economic Story
by Arun Khanna - 18-31 Allocating between Active and Passive Management
by Eric H. Sorensen & Keith L. Miller & Vele Samak - 32-41 Economic Integration and Country Allocation in Europe
by Eckhard Freimann - 42-57 Are Industry Stock Returns Predictable?
by Kenneth R. Beller & John L. Kling & Michael J. Levinson - 58-63 Risk, Rationality, and Time Diversification
by Robert A. Olsen & Muhammad Khaki - 64-71 Trading Costs and Volatility for Technology Stocks
by Hendrik Bessembinder & Herbert M. Kaufman - 72-82 Reconsidering the Affirmative Obligation of Market Makers
by Hans R. Stoll - 83-89 Company Cross-Holdings and Investment Analysis
by Ranjan Sinha - 90-91 Everything You've Heard about Investing is Wrong! How to Profit in the Coming Post-Bull Markets (a review)
by Prashant P. Kothari & Martin S. Fridson - 91-92 A Scientist's Tools for Business: Metaphors and Modes of Thought (a review)
by Victor F. Morris & Martin S. Fridson - 92-93 Managing Credit Risk: The Next Great Challenge (a review)
by Martin S. Fridson & Martin S. Fridson
July 1998, Volume 54, Issue 4
- 5-5 Real Misconceptions about Optimal Equity Allocation and Investment Horizon
by Mark P. Kritzman - 6-10 Restrictive Guidelines and Pressure to Outperform
by Walter M. Cabot - 11-17 How Much Is a Tulip Worth?
by Mark Hirschey - 18-20 New Directions in Index-Based Management
by William L. Fouse - 21-33 Morningstar's Risk-Adjusted Ratings
by William F. Sharpe - 34-43 The Information Ratio
by Thomas H. Goodwin - 44-49 The Mean–Variance Framework and Long Horizons
by Thomas Albrecht - 50-69 The Cost of Institutional Equity Trades
by Donald B. Keim & Ananth Madhavan - 70-80 Leads, Lags, and Trading in Global Markets
by Maggie Copeland & Tom Copeland - 81-94 Do Equity Markets Respond to Earnings Paths?
by John C. Alexander & James S. Ang - 95-100 Naive Diversification
by Dirk P.M. De Wit - 101-102 Merton Miller on Derivatives (a review)
by Martin S. Fridson & Martin S. Fridson - 102-102 It Was a Very Good Year: Extraordinary Moments in Stock Market History (a review)
by Victor F. Morris & Martin S. Fridson - 102-103 New Dimensions in Investor Relations: Competing for Capital in the 21st Century (a review)
by Martin S. Fridson & Martin S. Fridson
May 1998, Volume 54, Issue 3
- 6-8 Global Sector Rotation: New Look at an Old Idea
by Richard A. Weiss - 10-12 Globalization of Performance Presentation Standards
by Lee N. Price - 14-30 Stockholder–Manager Conflicts and Firm Value
by John Byrd & Robert Parrino & Gunnar Pritsch - 31-40 After Bankruptcy: Can Ugly Ducklings Turn into Swans?
by Allen Michel & Israel Shaked & Christopher McHugh - 41-49 What Really Happened to U.S. Bond Yields
by Peter Best & Alistair Byrne & Antti Ilmanen - 50-57 A Simple Valuation Model and Growth Expectations
by Morris G. Danielson - 58-62 Analyst Forecasting Performance in Seven Countries
by Huong Ngo Higgins - 63-72 Bullish or Bearish?
by Roger G. Clarke & Meir Statman - 73-78 Crossovers, Dividends, and the Size Effect
by Robert Fernholz
March 1998, Volume 54, Issue 2
- 4-8 The Expected Return of the Security Analyst
by Peter L. Bernstein - 10-18 Behavioral Finance and Its Implications for Stock-Price Volatility
by Robert A. Olsen - 19-27 An Anatomy of Morningstar Ratings
by Marshall E. Blume - 28-39 Determinants of Spreads on New High-Yield Bonds
by Martin S. Fridson & Christopher M. Garman - 40-51 On the Optimality of Long–Short Strategies
by Bruce I. Jacobs & Kenneth N. Levy & David Starer - 52-59 Misconceptions about Optimal Equity Allocation and Investment Horizon
by R. Douglas Van Eaton & James A. Conover - 60-68 A Global Perspective on Pension Fund Asset Allocation
by Mark W. Griffin - 69-74 Bulls, Bears, and Market Bubbles
by Jack Treynor - 75-89 Growth versus Value and Large-Cap versus Small-Cap Stocks in International Markets
by W. Scott Bauman & C. Mitchell Conover & Robert E. Miller - 90-91 The Analysis and Use of Financial Statements, 2nd ed. (a review)
by Martin S. Fridson & Martin S. Fridson - 91-92 Inflation-Protection Bonds (a review)
by Malek Lashgari & Martin S. Fridson
January 1998, Volume 54, Issue 1
- 7-11 Credit-Risk Measurement and Management: The Ironic Challenge in the Next Decade
by Edward I. Altman & John B. Caouette & Paul Narayanan - 12-22 Stripping the S&P 500 Index
by Michael J. Brennan - 23-35 Is It Time to Split the S&P 500 Futures Contract?
by Roger D. Huang & Hans R. Stoll - 36-48 Revisiting the October 1987 Crash
by Barrie A. Wigmore - 49-57 Market Reactions to Messages from Brokerage Ratings Systems
by Michael J. Ho & Robert S. Harris - 58-62 Management Forecasts: What Do We Know?
by Maribeth Coller & Teri Lombardi Yohn - 63-71 Maintaining Consistent Global Asset Views (with a Little Help from Euclid)
by Brian D. Singer & Kevin Terhaar & John Zerolis - 72-80 Performance Characteristics of Emerging Capital Markets
by Christopher B. Barry & John W. Peavy & Mauricio Rodriguez - 81-85 Search for the Best Financial Performance Measure: Basics Are Better
by Robert Ferguson & Dean Leistikow - 86-87 The Search for the Best Financial Performance Measure: A Comment
by Thomas Albrecht - 87-88 U.S. REITs and Common Stock as an Inflation Hedge: A Response
by David Watkins & David Hartzell
November 1997, Volume 53, Issue 6
- 5-12 Overquantification
by Jack Gray - 13-23 Personal Investing: Advice, Theory, and Evidence
by Zvi Bodie & Dwight B. Crane - 24-33 Evidence on the Usefulness of Alternative Earnings per Share Measures
by Ross Jennings & Marc J. LeClere & Robert B. Thompson - 34-42 New Evidence on Size and Price-to-Book Effects in Stock Returns
by Gerald R. Jensen & Robert R. Johnson & Jeffrey M. Mercer - 43-53 Franchise Margins and the Sales-Driven Franchise Value
by Martin L. Leibowitz - 54-66 Grading the Performance of Market-Timing Newsletters
by John R. Graham & Campbell R. Harvey - 67-73 Put Prices and PEN Participation Rates at Longer Horizons: Is Equity Risk in the Eye of the Beholder?
by R. Douglas Van Eaton & James A. Conover - 74-80 Stocks, Bonds, the Sharpe Ratio, and the Investment Horizon
by Charles W. Hodges & Walton R.L. Taylor & James A. Yoder - 81-88 Analyst Forecasting Errors: Additional Evidence
by Lawrence D. Brown - 89-89 Unreality Check
by Richard C. Schneider - 90-91 The Investor's Anthology: Original Ideas from the Industry's Greatest Minds (a review)
by Martin S. Fridson & Martin S. Fridson
September 1997, Volume 53, Issue 5
- 6-8 Three Classic Errors in Statistics, from Baseball to Investment Research
by Ronald N. Kahn - 9-10 Fischer's Files
by Beverly J. Bell - 12-18 Does Size Really Matter?
by Jonathan B. Berk - 19-23 Is There a Neglected-Firm Effect?
by Craig G. Beard & Richard W. Sias - 24-30 A Reexamination of the Market-Timing and Security-Selection Performance of Mutual Funds
by Zakri Y. Bello & Vahan Janjigian - 32-43 Mutual Fund Misclassification: Evidence Based on Style Analysis
by Dan diBartolomeo & Erik Witkowski - 44-51 Sensible Return Forecasting for Portfolio Management
by Gregory Connor - 52-56 Rationality of Negative Stock-Price Responses to Strong Economic Activity
by Sangkyun Park - 57-66 Mimickers of Corporate Insiders Who Make Large-Volume Trades
by Carr Bettis & Don Vickrey & Donn W. Vickrey - 67-73 The Optimal Amount of Assets under Management in the Mutual Fund Industry
by Sean Collins & Phillip Mack - 74-74 Small Slam Direct Hit
by Robert D. Arnott - 75-76 Street Smarts: Linking Professional Conduct with Shareholder Value in the Securities Industry (a review)
by Martin S. Fridson & Martin S. Fridson
July 1997, Volume 53, Issue 4
- 6-13 The Structure of the Investment-Management Industry: Revisiting the New Paradigm
by Richard M. Ennis - 14-28 Demographics and International Investments
by Claude B. Erb & Campbell R. Harvey & Tadas E. Viskanta - 29-40 Securities Houses and Earnings Forecasts in Japan: What Makes for an Accurate Prediction?
by Robert M. Conroy & Yujiro Fukuda & Robert S. Harris - 41-50 The Mean–Variance-Optimization Puzzle: Security Portfolios and Food Portfolios
by Kenneth L. Fisher & Meir Statman - 51-57 A Multidimensional Framework for Risk Analysis
by Gifford Fong & Oldrich A. Vasicek - 58-65 Growth in Alternative Investments
by Thomas J. Healey & Donald J. Hardy - 66-72 Does the “Dow-10 Investment Strategy” Beat the Dow Statistically and Economically?
by Grant McQueen & Kay Shields & Steven R. Thorley - 73-79 Investments with Downside Insurance and the Issue of Time Diversification
by Liang Zou - 80-85 Approximating the Confidence Intervals for Sharpe Style Weights
by Angelo Lobosco & Dan DiBartolomeo - 86-93 Russia's True Economy: More Inviting to Investors
by Lee Shama & Avraham Shama - 94-94 Asset-Backed Securities (a review)
by Martin S. Fridson & Martin S. Fridson - 94-95 Art of Short Selling (a review)
by Martin S. Fridson & Martin S. Fridson - 95-96 Going Global with Equities (a review)
by Bruno Solnik & Martin S. Fridson
May 1997, Volume 53, Issue 3
- 7-10 Reclaiming Shareholder Power
by Victor F. Morris - 11-20 The Search for the Best Financial Performance Measure
by Jeffrey M. Bacidore & John A. Boquist & Todd T. Milbourn & Anjan V. Thakor - 21-34 Commercial Real Estate Prices and Stock Market Returns: An International Analysis
by Daniel C. Quan & Sheridan Titman - 35-51 The Effect of Bond-Rating Changes on Bond Price Performance
by Gailen Hite & Arthur Warga - 52-61 The Finite Horizon Expected Return Model
by Joseph R. Gordon & Myron J. Gordon - 62-74 The Performance, Risk, and Diversification of Sector Funds
by Ajay Khorana & Edward Nelling - 75-80 A Fundamental Analysis of Korean Stock Returns
by Sandip Mukherji & Manjeet S. Dhatt & Yong H. Kim - 81-89 Comparisons and Combinations of Long and Long/Short Strategies
by John S. Brush - 90-91 Financial Warnings (a review)
by Martin S. Fridson & Martin S. Fridson - 91-93 Institutional Investors and Corporate Governance (a review)
by Victor F. Morris & Martin S. Fridson
March 1997, Volume 53, Issue 2
- 6-8 A Derivative Alternative as Executive Compensation
by Don M. Chance - 9-12 Insider Trading Laws and the Role of Securities Analysts
by Michael S. Caccese - 13-19 Earnings Surprise Research: Synthesis and Perspectives
by Lawrence D. Brown - 20-28 What Rate of Return Can You Reasonably Expect… or What Can the Long Run Tell Us about the Short Run?
by Peter L. Bernstein - 29-36 The Interaction of Value and Momentum Strategies
by Clifford S. Asness - 37-46 How Many Mutual Funds Constitute a Diversified Mutual Fund Portfolio?
by Edward S. O'Neal - 47-54 Senior Secured Floating-Rate Bank Loans for Life Insurance Company Investment Portfolios
by Mark L. Gold & Chad A. Leat & Michel Perrin - 55-61 U.S. REITs as an Asset Class in International Investment Portfolios
by Stephen R. Mull & Luc A. Soenen - 62-66 Investment Risk: The Experts' Perspective
by Robert A. Olsen - 67-73 Will Stocks Continue to Outperform Bonds in the Future?
by Edward Renshaw - 74-74 Against the Gods: The Remarkable Story of Risk (a review)
by Martin S. Fridson & Martin S. Fridson - 75-75 Fat and Mean: The Corporate Squeeze of Working Americans and the Myth of Managerial Downsizing (a review)
by Victor F. Morris & Martin F. Fridson
January 1997, Volume 53, Issue 1
- 6-8 Small Slam!
by Charles D. Ellis - 9-14 Ethics and the Financial Analyst
by Michael S. Caccese - 15-25 Ethics in Finance II
by John Dobson - 26-34 Firm Valuation and Accounting for Employee Stock Options
by Maribeth Coller & Julia L. Higgs - 35-44 Default Risk and the Effective Duration of Bonds
by David F. Babbel & Craig Merrill & William Panning - 45-54 When Is “Bad News” Viewed as “Good News”?
by William H. Beaver & Stephen G. Ryan & James M. Wahlen - 55-61 The Relative Performance of Five Alternative Warrant Pricing Models
by Shmuel Hauser & Beni Lauterbach - 62-68 Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
by David R. Beaglehole & Philip H. Dybvig & Guofu Zhou - 69-70 What Works on Wall Street: A Guide to the Best-Performing Investment Strategies of All Time (a review)
by Martin S. Fridson & Martin S. Fridson - 70-71 The Financial Services Revolution: Understanding the Changing Role of Banks, Mutual Funds, and Insurance Companies (a review)
by Martin S. Fridson & Martin S. Fridson
November 1996, Volume 52, Issue 6
- 7-13 What Prompts Paradigm Shifts?
by Peter L. Bernstein - 14-19 Comprehensive Income and the Effect of Reporting It
by Pamela A. Smith & Cheri L. Reither - 20-28 Evaluating Fund Performance in a Dynamic Market
by Wayne E. Ferson & Vincent A. Warther - 29-46 Political Risk, Economic Risk, and Financial Risk
by Claude B. Erb & Campbell R. Harvey & Tadas E. Viskanta - 47-56 Risk2: Measuring the Risk in Value at Risk
by Philippe Jorion - 57-64 Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds
by Edward I. Altman & Vellore M. Kishore - 65-74 A Global Stock and Bond Model
by Lucie Chaumeton & Gregory Connor & Ross Curds - 75-84 Private Information and the Costs of Trading around Quarterly Earnings Announcements
by Michael J. Barclay & Craig G. Dunbar - 85-87 Valuation Indicators
by Howard M. Saunders
September 1996, Volume 52, Issue 5
- 6-6 Errata
by The Editors - 8-16 The Future Before Us
by Arthur Zeikel - 17-34 International Market Correlation and Volatility
by Bruno Solnik & Cyril Boucrelle & Yann Le Fur - 35-44 Convertible Bonds: Model, Value Attribution, and Analytics
by Thomas S.Y. Ho & David M. Pfeffer - 45-56 Estimating the Credit-Risk Yield Premium for Preferred Stock
by Leland E. Crabbe - 57-62 On the Risk of Stocks in the Long Run: A Resolution to the Debate?
by Mike Dempsey & Robert Hudson & Kevin Littler & Kevin Keasey - 63-68 Yield Bogeys
by Brent Ambrose & Arthur Warga - 69-76 An Improved Immunization Strategy: M-Absolute
by Sanjay K. Nawalkha & Donald R. Chambers - 77-80 Warrant Pricing—Is Dilution a Delusion?
by Jakob Sidenius - 81-85 20 Myths about Long–Short
by Bruce I. Jacobs & Kenneth N. Levy - 86-87 The Trillion Dollar Promise (a review)
by Victor F. Morris & Martin S. Fridson - 87-88 Market Unbound: Unleashing Global Capitalism (a review)
by Martin S. Fridson & Martin S. Fridson
July 1996, Volume 52, Issue 4
- 7-8 Amos Tversky, Behavioral Finance, and Nobel Prizes
by Russell J. Fuller - 9-15 Does the Emperor Wear Clothes or Not? The Final Word (or Almost) on the Parable of Investment Management
by Philip Halpern & Nancy Calkins & Tom Ruggels - 16-24 The P/E Multiple and Market Volatility
by Alex Kane & Alan J. Marcus & Jaesun Noh - 25-36 The Local Volatility Surface: Unlocking the Information in Index Option Prices
by Emanuel Derman & Iraj Kani & Joseph Z. Zou - 37-41 Implications of Herding Behavior for Earnings Estimation, Risk Assessment, and Stock Returns
by Robert A. Olsen - 42-50 Valuation of Highly Leveraged Firms
by Enrique R. Arzac - 51-61 Financial Returns of Public ESOP Companies: Investor Effects vs. Manager Effects
by Michael A. Conte & Joseph Blasi & Douglas Kruse & Rama Jampani - 62-72 The After-Tax Returns from Different Savings Vehicles
by William Ghee & William Reichenstein - 73-74 Analyst Forecasting Errors
by Rupert T. Cox - 75-76 Derivatives Risk and Responsibility: The Complete Guide to Effective Derivatives Management (a review)
by Martin S. Fridson & Martin S. Fridson - 76-77 The Witch Doctor of Wall Street: A Noted Financial Expert Guides You Through Today's Voodoo Economics (a review)
by Martin S. Fridson & Martin S. Fridson
May 1996, Volume 52, Issue 3
- 9-12 Visions of the Future: The Distant Past, Yesterday, Today, and Tomorrow
by Harry S. Marmer - 13-19 Time Diversification: Perspectives from Option Pricing Theory
by Craig Merrill & Steven Thorley - 20-27 Primary versus Secondary Pricing of High-Yield Bonds
by Martin S. Fridson & Yan Gao - 28-36 To Load or Not to Load? A Study of the Marketing and Distribution Charges of Mutual Funds
by John Kihn - 37-50 Changes in the Structure and Dynamics of European Securities Markets
by Alexandros Benos & Michel Crouhy - 51-55 Deriving Zero-Coupon Rates: Alternatives to Orthodoxy
by Ira G. Kawaller & John F. Marshall - 56-64 Stock Market Valuation Indicators: Is This Time Different?
by Kevin Cole & Jean Helwege & David Laster - 65-70 The Danger of Assuming Homogeneous Expectations
by Moshe Levy & Haim Levy - 71-76 Political Risk in Emerging and Developed Markets
by Robin L. Diamonte & John M. Liew & Ross L. Stevens - 77-80 Analyst Forecasting Errors
by David Dreman
March 1996, Volume 52, Issue 2
- 7-12 The Call for Reporting Comprehensive Income
by Anthony T. Cope & L. Todd Johnson & Cheri L. Reither - 13-20 Volatility and the Institutional Investor
by Richard W. Sias - 21-30 Why Do We Need Stock Brokers?
by David P. Brown - 31-39 National versus Global Influences on Equity Returns
by Stan Beckers & Gregory Connor & Ross Curds - 40-55 Corporate Profitability and Stock Valuation in Japan
by Masasuke Ide - 56-60 Do Sales–Price and Debt–Equity Explain Stock Returns Better than Book–Market and Firm Size?
by William C. Barbee & Sandip Mukherji & Gary A. Raines - 61-64 A Quadratic Method for the Calculation of Implied Volatility Using the Garman–Kohlhagen Model
by M. A. J. Bharadia & N. Christofides & G. R. Salkin - 67-68 On the Risk of Stocks in the Long Run: A Comment
by Robert Ferguson & Dean Leistikow - 69-71 On the Risk of Stocks in the Long Run: A Note
by Richard Taylor & Donald J. Brown - 72-76 Long-Run Risk in Stocks
by George M. Cohen - 77-79 Benjamin Graham on Value Investing: Lessons from the Dean of Wall Street (a review)
by Victor F. Morris & Martin S. Fridson - 79-80 Blind Hog: Memoirs of a Wall Street Maverick (a review)
by Martin S. Fridson & Martin S. Fridson
January 1996, Volume 52, Issue 1
- 5-7 Death of the General Account
by Brian O'Neil - 8-14 Where Are the Gains from International Diversification?
by Rex A. Sinquefield - 15-26 The Effect of Embedded Options on the Financial Performance of Convertible Bond Funds
by John Kihn - 27-31 The January Effect: Still There after All These Years
by Robert A. Haugen & Philippe Jorion - 32-39 Pricing Long Bonds: Pitfalls and Opportunities
by Philip H. Dybvig & William J. Marshall - 40-47 Analyst Forecasting Errors and Their Implications for Security Analysis: An Alternative Perspective
by Lawrence D. Brown - 48-55 A Seasoning Process in the U.S. Treasury Bond Market: The Curious Case of Newly Issued Ten-Year Notes
by Peter Carayannopoulos - 56-62 Does International Diversification Work Better for Real Estate than for Stocks and Bonds?
by Piet M.A. Eichholtz - 63-64 White-Collar Crime Reconsidered (a review)
by Martin S. Fridson & Martin S. Fridson