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The Journal of Investing

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Table of Contents

June 2020; Volume 29,Issue 4

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Investing June 2020, 29 (4) 1-2; DOI: https://doi.org/10.3905/joi.2020.29.4.001

The Impact of High-Frequency Trading in Experimental Markets

  • You have access
    The Impact of High-Frequency Trading in Experimental Markets
    Nathanael Berger, Mark DeSantis and David Porter
    The Journal of Investing June 2020, 29 (4) 7-18; DOI: https://doi.org/10.3905/joi.2020.1.132

Estimation Error and the Fundamental Law of Active Management: Is Quant Fundamentally Flawed?

  • You have access
    Estimation Error and the Fundamental Law of Active Management: Is Quant Fundamentally Flawed?
    Richard O. Michaud, David N. Esch and Robert O. Michaud
    The Journal of Investing June 2020, 29 (4) 20-30; DOI: https://doi.org/10.3905/joi.2020.1.133

Market Timing with the Backward SADF Test

  • You have access
    Market Timing with the Backward SADF Test
    Weilong Guo and Jacqueline Glyman
    The Journal of Investing June 2020, 29 (4) 32-42; DOI: https://doi.org/10.3905/joi.2020.1.129

Cryptocurrency Risks

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    Cryptocurrency Risks
    J. Benson Durham
    The Journal of Investing June 2020, 29 (4) 43-66; DOI: https://doi.org/10.3905/joi.2020.1.128

The Underpricing of Sin Stocks

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    The Underpricing of Sin Stocks
    Robert N. Killins, Thanh Ngo and Hongxia Wang
    The Journal of Investing June 2020, 29 (4) 67-76; DOI: https://doi.org/10.3905/joi.2020.1.126

Seeking Alpha From Stock Splits

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    Seeking Alpha From Stock Splits
    Atreya Chakraborty, James L. Grant, Emery A. Trahan and Bhakti Varma
    The Journal of Investing June 2020, 29 (4) 77-91; DOI: https://doi.org/10.3905/joi.2020.1.131

News Sentiment as an Explanation for Changes in the VIX Futures Basis

  • You have access
    News Sentiment as an Explanation for Changes in the VIX Futures Basis
    Lee A. Smales
    The Journal of Investing June 2020, 29 (4) 92-102; DOI: https://doi.org/10.3905/joi.2020.1.125

ESMA’s Mission to Integrate ESG Risks and Factors into UCITS and AIFMD: Value Added or Additional Administrative Burden

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    ESMA’s Mission to Integrate ESG Risks and Factors into UCITS and AIFMD: Value Added or Additional Administrative Burden
    Michael Hahn
    The Journal of Investing June 2020, 29 (4) 103-115; DOI: https://doi.org/10.3905/joi.2020.1.130

The Term Structure of the Rebalancing Premium

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    The Term Structure of the Rebalancing Premium
    Xiaoyang Liu and Vivek Viswanathan
    The Journal of Investing June 2020, 29 (4) 116-125; DOI: https://doi.org/10.3905/joi.2020.1.127

COMMENTARY: Last Page

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    COMMENTARY: Last Page
    George Frankfurter
    The Journal of Investing June 2020, 29 (4) 126-127; DOI: https://doi.org/10.3905/joi.2020.1.134
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The Journal of Investing: 29 (4)
The Journal of Investing
Vol. 29, Issue 4
June 2020
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