The Journal of Investing: 19 (4)

Winter 2010; Volume 19,Issue 4

Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Investing Winter 2010, 19 (4) 1; DOI: https://doi.org/10.3905/joi.2010.19.4.001
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Methods of Valuation: Myths vs. Reality
Stanley Block

The Journal of Investing Winter 2010, 19 (4) 7-14; DOI: https://doi.org/10.3905/joi.2010.19.4.007
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A Comparison of the European and U.S. Funds of Hedge Funds Industries
Thomas Heidorn, Dieter G. Kaiser and Nico Kleinert

The Journal of Investing Winter 2010, 19 (4) 15-22; DOI: https://doi.org/10.3905/joi.2010.19.4.015
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The New Reality of Financial Advisors and Investors
John A. Haslem

The Journal of Investing Winter 2010, 19 (4) 23-30; DOI: https://doi.org/10.3905/joi.2010.19.4.023
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A Simple Stock–Bond Categorization of Alternative Investments
William W. Jennings

The Journal of Investing Winter 2010, 19 (4) 31-49; DOI: https://doi.org/10.3905/joi.2010.19.4.031
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S&P 500 Index Inclusions and Analysts’ Forecast Optimism
Jin Zhang, Eric C. Lin and Haeyoung Shin

The Journal of Investing Winter 2010, 19 (4) 50-57; DOI: https://doi.org/10.3905/joi.2010.19.4.050
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What Does a Mutual Fund’s Average Credit Quality Tell Investors?
Geng Deng, Craig McCann and Edward O’Neal

The Journal of Investing Winter 2010, 19 (4) 58-65; DOI: https://doi.org/10.3905/joi.2010.19.4.058
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Why Should We Like Firms that Voluntarily Disclose? Evidence from Profit Warning Firms
Kuntara Pukthuanthong

The Journal of Investing Winter 2010, 19 (4) 66-83; DOI: https://doi.org/10.3905/joi.2010.19.4.066
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Traditional versus Clean-Surplus Valuation Models: Evidence from U.K. Stocks
Stella N. Spilioti and George A. Karathanassis

The Journal of Investing Winter 2010, 19 (4) 84-93; DOI: https://doi.org/10.3905/joi.2010.19.4.084
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Interest Rates and the Relative Performance of Equity Style Indices
Stephen M. Andoseh

The Journal of Investing Winter 2010, 19 (4) 94-102; DOI: https://doi.org/10.3905/joi.2010.19.4.094
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Are Quants All Fishing in the Same Small Pond with the Same Tackle Box?
Keith Gustafson and Patricia Halper

The Journal of Investing Winter 2010, 19 (4) 104-115; DOI: https://doi.org/10.3905/joi.2010.19.4.104
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Return Forecasting by Quantile Regression
Lawrence Pohlman and Lingjie Ma

The Journal of Investing Winter 2010, 19 (4) 116-121; DOI: https://doi.org/10.3905/joi.2010.19.4.116
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How Efficiently Does the Stock Market Process News of Price Anomalies?
John W. Peavy and Jason R. Safran

The Journal of Investing Winter 2010, 19 (4) 122-127; DOI: https://doi.org/10.3905/joi.2010.19.4.122
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Equity Risk, Credit Risk, Default Correlation, and Corporate Sustainability
Dan diBartolomeo

The Journal of Investing Winter 2010, 19 (4) 128-133; DOI: https://doi.org/10.3905/joi.2010.19.4.128
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Geometric Mean Maximization: An Overlooked Portfolio Approach?
Javier Estrada

The Journal of Investing Winter 2010, 19 (4) 134-147; DOI: https://doi.org/10.3905/joi.2010.19.4.134

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