Table of Contents

Primary Article

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  Just How Bad are Economists at Predicting Interest Rates? (And what are the Implications for Investors?)

  Kevin Stephenson

  The Journal of Investing Summer 1997, 6 (2) 8-10; DOI: https://doi.org/10.3905/joi.1997.408417
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  Is There a Cost to Being Socially Responsible in Investing?

  John B.. Guerard

  The Journal of Investing Summer 1997, 6 (2) 11-18; DOI: https://doi.org/10.3905/joi.1997.408416
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  Short-Term Risk-Adjusted Performance

  Frank A. Sortino, Gary A. Miller and Joseph M. Messina

  The Journal of Investing Summer 1997, 6 (2) 19-27; DOI: https://doi.org/10.3905/joi.1997.408420
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  Earnings Estimates, Predictor Specification, and Measurement Error

  Bruce I. Jacobs, Kenneth N. Levy and Mitchell C. Krask

  The Journal of Investing Summer 1997, 6 (2) 29-46; DOI: https://doi.org/10.3905/joi.1997.408414
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  The Relative Performance of Mid-Cap Stock Indexes

  Michael J. Zwecher

  The Journal of Investing Summer 1997, 6 (2) 47-52; DOI: https://doi.org/10.3905/joi.1997.408421
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  Making the Dividend Discount Model Relevant for Financial Analysts

  Robert A Ferguson

  The Journal of Investing Summer 1997, 6 (2) 53-64; DOI: https://doi.org/10.3905/joi.1997.408418
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  Forbes Special Situation Survey

  Vahan Janjigian

  The Journal of Investing Summer 1997, 6 (2) 65-70; DOI: https://doi.org/10.3905/joi.1997.408415
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  Why Rock the Boat? The Case of Voluntary Liquidation

  Christopher K. Ma, William P Dukes and R. Daniel Pace

  The Journal of Investing Summer 1997, 6 (2) 71-77; DOI: https://doi.org/10.3905/joi.1997.408423
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  Why Market Timing Works

  Jerry C. Wagner

  The Journal of Investing Summer 1997, 6 (2) 78-81; DOI: https://doi.org/10.3905/joi.1997.408422
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  Semivariance in Risk-Based Index Construction

  Paul D. Kaplan and Rodney H. Alldredge

  The Journal of Investing Summer 1997, 6 (2) 82-87; DOI: https://doi.org/10.3905/joi.1997.408419