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The Journal of Investing

The Journal of Investing

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Table of Contents

Fall 2017; Volume 26,Issue 3

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Investing Fall 2017, 26 (3) 1; DOI: https://doi.org/10.3905/joi.2017.26.3.001

Commentary: Passive Investing and Market Efficiency

  • You have access
    Commentary: Passive Investing and Market Efficiency
    Bradford Cornell
    The Journal of Investing Fall 2017, 26 (3) 7-9; DOI: https://doi.org/10.3905/joi.2017.26.3.007

When Do PE Ratios Matter?

  • You have access
    When Do PE Ratios Matter?
    Haim A. Mozes and Hannah Rozen
    The Journal of Investing Fall 2017, 26 (3) 10-20; DOI: https://doi.org/10.3905/joi.2017.26.3.010

Risk Premium of Social Media Sentiment

  • You have access
    Risk Premium of Social Media Sentiment
    Patrick Houlihan and Germán G. Creamer
    The Journal of Investing Fall 2017, 26 (3) 21-28; DOI: https://doi.org/10.3905/joi.2017.26.3.021

Equity Duration and Portfolio Risk Management

  • You have access
    Equity Duration and Portfolio Risk Management
    John B. Broughton and Bento J. Lobo
    The Journal of Investing Fall 2017, 26 (3) 29-40; DOI: https://doi.org/10.3905/joi.2017.26.3.029

Value Effect and Macroeconomic Risk

  • You have access
    Value Effect and Macroeconomic Risk
    Cathy Xuying Cao, Chongyang Chen and Vinay Datar
    The Journal of Investing Fall 2017, 26 (3) 41-52; DOI: https://doi.org/10.3905/joi.2017.26.3.041

Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolios

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    Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolios
    Andrew Clare, James Seaton, Peter N. Smith and Stephen Thomas
    The Journal of Investing Fall 2017, 26 (3) 53-64; DOI: https://doi.org/10.3905/joi.2017.26.3.053

Protecting against Loss: Protective Put Strategies versus Stop-Loss Strategies

  • You have access
    Protecting against Loss: Protective Put Strategies
    versus Stop-Loss Strategies
    Ryan McKeon and Marko Svetina
    The Journal of Investing Fall 2017, 26 (3) 65-76; DOI: https://doi.org/10.3905/joi.2017.26.3.065

Dynamic Liquidity and Mutual Fund Performance

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    Dynamic Liquidity and Mutual Fund Performance
    Qiang Bu and Nelson Lacey
    The Journal of Investing Fall 2017, 26 (3) 77-88; DOI: https://doi.org/10.3905/joi.2017.26.3.077

Scaling up Market Anomalies

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    Scaling up Market Anomalies
    Doron Avramov, Si Cheng, Amnon Schreiber and Koby Shemer
    The Journal of Investing Fall 2017, 26 (3) 89-105; DOI: https://doi.org/10.3905/joi.2017.26.3.089

A Continuous Return Model for the Low-Volatility and Low-Beta Anomalies

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    A Continuous Return Model for the Low-Volatility and
    Low-Beta Anomalies
    Anna Agapova, Robert Ferguson and Dean Leistikow
    The Journal of Investing Fall 2017, 26 (3) 107-120; DOI: https://doi.org/10.3905/joi.2017.26.3.107

Managing U.S. Stock Market Oil Price Risk Using Exchange-Traded Funds

  • You have access
    Managing U.S. Stock Market Oil Price Risk Using
    Exchange-Traded Funds
    Robert Patterson, Richard Haskell and Ronald Mano
    The Journal of Investing Fall 2017, 26 (3) 121-128; DOI: https://doi.org/10.3905/joi.2017.26.3.121

Implied Volatility Changes as Evidence of Stock Price Disequilibrium

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    Implied Volatility Changes as Evidence of Stock Price Disequilibrium
    Dean Diavatopoulos and Andy Fodor
    The Journal of Investing Fall 2017, 26 (3) 129-143; DOI: https://doi.org/10.3905/joi.2017.26.3.129

Systematic Diversification Using Beta

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    Systematic Diversification Using Beta
    Paul Bouchey, Tianchuan Li and Vassilii Nemtchinov
    The Journal of Investing Fall 2017, 26 (3) 144-151; DOI: https://doi.org/10.3905/joi.2017.26.3.144
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The Journal of Investing: 26 (3)
The Journal of Investing
Vol. 26, Issue 3
Fall 2017
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