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

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

Market Timing with the Backward SADF Test

Cryptocurrency Risks

  • 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

  • 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

  • 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

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

The Term Structure of the Rebalancing Premium

COMMENTARY: Last Page

  • 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
Back to top

Explore our content to discover more relevant research

In this issue