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

When Do PE Ratios Matter?

  • 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

  • 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

Value Effect and Macroeconomic Risk

  • 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

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

Dynamic Liquidity and Mutual Fund Performance

Scaling up Market Anomalies

  • 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

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

Implied Volatility Changes as Evidence of Stock Price Disequilibrium

Systematic Diversification Using Beta

  • 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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