Table of Contents

Article

• 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