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Journal of Asset Management

2000 - 2023

Current editor(s): Marielle de Jong and Dan diBartolomeo

From Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

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Volume 24, issue 3, 2023

The risk-return tradeoff: are sustainable investors compensated adequately? pp. 165-172 Downloads
Christina E. Bannier, Yannik Bofinger and Björn Rock
Price contingent and price-volume contingent portfolio strategies pp. 173-183 Downloads
Alain Guéniche, Philippe Dupuy and Wan Ni Lai
When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach pp. 184-197 Downloads
Damir Tokic and Dave Jackson
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19 pp. 198-211 Downloads
Spyros Papathanasiou, Dimitris Kenourgios, Drosos Koutsokostas and Georgios Pergeris
How does retirement affect optimal life cycle portfolio allocation between stocks and bonds? pp. 212-224 Downloads
Valentinas Rudys
The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency? pp. 225-240 Downloads
Ailie Charteris and Conrad Alexander Steyn

Volume 24, issue 2, 2023

Trust me, I am a Robo-advisor pp. 85-96 Downloads
Bernd Scherer and Sebastian Lehner
Notes on the convergence of the estimated risk factor matrix in linear regression models pp. 97-107 Downloads
Julien Riposo and E G Klepfish
Analyst target price and dividend forecasts and expected stock returns pp. 108-120 Downloads
Jinji Hao and Jonathon Skinner
How precisely European equity ETFs mirror their flagship benchmarks? Evidence from funds replicating performance of Euro Stoxx 50 Index pp. 121-135 Downloads
Ewa Feder-Sempach and Tomasz Miziołek
Dynamic asset allocation strategy: an economic regime approach pp. 136-147 Downloads
Min Jeong Kim and Dohyoung Kwon
Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction pp. 148-163 Downloads
Wenjun Wang

Volume 24, issue 1, 2023

The statistics of time varying cross-sectional information coefficients pp. 1-15 Downloads
Zhuanxin Ding and Yixiao Sun
The relationship of financial performance and stock returns in countries under economic sanctions pp. 16-26 Downloads
Ali Akbar Gholizadeh, Davood Jafari Seresht, Zahra Bayat and Leyla Jabari
Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market pp. 27-43 Downloads
Asgar Ali and K. N. Badhani
Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price pp. 44-58 Downloads
Mouna Youssef and Khaled Mokni
Risk and return of classic car market prices: passion or financial investment? pp. 59-68 Downloads
Eric Fur
Bonding, signaling theory and dividend policy: Evidence from multinational firms pp. 69-83 Downloads
Imen Ghadhab

Volume 23, issue 7, 2022

ESG and impact investing pp. 547-549 Downloads
Marielle Jong and Steve Rocco
Creating shareholder value through ESG engagement pp. 550-566 Downloads
Benoît Mercereau, Lionel Melin and Maria Margarita Lugo
Smart beta ESG disclosure pp. 567-580 Downloads
Besbes Yasmine and Maher Kooli
Comparing SRI funds to conventional funds using a PCA methodology pp. 581-595 Downloads
Christine Helliar, Barbara Petracci and Nongnuch Tantisantiwong
Pricing climate change risk in corporate bonds pp. 596-618 Downloads
Elsa Allman
Explainable artificial intelligence modeling for corporate social responsibility and financial performance pp. 619-630 Downloads
Julien Lachuer and Sami Ben Jabeur
Cross-dispersion bias-adjusted ESG rankings pp. 631-643 Downloads
Philippe Dupuy and Jean-Charles Garibal

Volume 23, issue 6, 2022

Portfolio optimization with sparse multivariate modeling pp. 445-465 Downloads
Pier Francesco Procacci and Tomaso Aste
Global mutual fund market: the turn of the month effect and investment strategy pp. 466-476 Downloads
Tirthank Shah and Narayan Baser
Gambling with lottery stocks? pp. 477-503 Downloads
Andreas Oehler and Julian Schneider
Company visits and mutual fund performance: new evidence on managerial skills pp. 504-521 Downloads
Yanan Li and Wenjun Wang
The impact of volatility scaling on factor portfolio performance and factor timing pp. 522-533 Downloads
Federico Calogero Nucera and Björn Uhl
Tail risk management and the skewness premium pp. 534-546 Downloads
Martin Kipp and Christian Koziol

Volume 23, issue 5, 2022

A lifetime allocation with human capital: implications for target date fund pp. 365-375 Downloads
Seokkeun Ha and Frank J. Fabozzi
The asset allocation of defined benefit pension plans: the role of sponsor contributions pp. 376-389 Downloads
Artem Dyachenko, Patrick Ley, Marc Oliver Rieger and Alexander F. Wagner
American hedge funds industry, market timing and COVID-19 crisis pp. 390-399 Downloads
Soumaya Ben Khelife, Christian Urom, Khaled Guesmi and Ramzi Benkraiem
The impact of analyst forecast errors on fundamental indexation: the Australian evidence pp. 400-418 Downloads
Lorenzo Casavecchia, Gerhard Hambusch and Justin Hitchen
Asymmetric volume volatility causality in dual listing H-shares pp. 419-428 Downloads
Malay K. Dey and Chaoyan Wang
Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets pp. 429-444 Downloads
Daouda Lawa tan Toe and Salifou Ouedraogo

Volume 23, issue 4, 2022

Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach pp. 277-296 Downloads
Gül Huyugüzel Kışla, Y. Gülnur Muradoğlu and A. Özlem Önder
Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach pp. 297-309 Downloads
Adlane Haffar and Éric Le Fur
Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market pp. 310-321 Downloads
Christoph J. Börner, Ingo Hoffmann, Jonas Krettek and Tim Schmitz
Herding in different states and terms: evidence from the cryptocurrency market pp. 322-336 Downloads
Syed Riaz Mahmood Ali
Harvesting the seasons of the size anomaly pp. 337-349 Downloads
Boris Fays, Georges Hübner and Marie Lambert
Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume pp. 350-363 Downloads
Shaista Wasiuzzaman

Volume 23, issue 3, 2022

Evolution of infrastructure as an asset class: a systematic literature review and thematic analysis pp. 173-200 Downloads
Surbhi Gupta and Anil Kumar Sharma
Sovereign wealth funds and economic growth pp. 201-214 Downloads
Ermanno Affuso, Khandokar M. Istiak and Alex Sharland
Efficient bias robust regression for time series factor models pp. 215-234 Downloads
R. Douglas Martin and Daniel Z. Xia
Foreign institutional investors and dividend policy in Indonesia pp. 235-245 Downloads
Sangapta Damarjati Purba, Tastaftiyan Risfandy, Muizzuddin Muizzuddin and Muh. Rudi Nugroho
Managements’ tone strategies by earnings call transcripts in the global markets pp. 246-255 Downloads
Rei Yamamoto, Naoya Kawadai, Masataka Kurita and Satoshi Baba
Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm pp. 256-275 Downloads
Nathaniel Light and Ivan Stetsyuk

Volume 23, issue 2, 2022

Dividend predictability and higher moment risk premia pp. 83-99 Downloads
Aşty Al-Jaaf
Equity factors for multi-asset class portfolios: a strategic asset allocation perspective pp. 100-113 Downloads
Stefano Cavaglia, Louis Scott, Kenneth Blay and Tarun Gupta
The ESG ETFs in the UK pp. 114-129 Downloads
Gerasimos G. Rompotis
When does slower order execution occur? Evidence from U.S. equity investors pp. 130-137 Downloads
Ryan Garvey and Yaohua Qin
Factor momentum, option-implied volatility scaling, and investor sentiment pp. 138-155 Downloads
Klaus Grobys, James W. Kolari and Jere Rutanen
The COVID-19 pandemic, short-sale ban, and market efficiency: empirical evidence from the European equity markets pp. 156-171 Downloads
Seungho Lee
Correction to: Are religious investors financially smart? Evidence from equity funds pp. 172-172 Downloads
Murat Yas, Ahmet Aysan and Mohamed Eskandar Shah Mohd Rasid

Volume 23, issue 1, 2022

European sin stocks pp. 1-18 Downloads
Siri Tronslien Sagbakken and Dan Zhang
Is there a boutique asset management premium? Evidence from the European fund management industry pp. 19-32 Downloads
Andrew Clare
Are religious investors financially smart? evidence from equity funds pp. 33-45 Downloads
Murat Yas, Ahmet Aysan and Mohamed Eskandar Shah Mohd Rasid
Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds pp. 46-61 Downloads
Mayank Patel, Vinodh Madhavan and Supratim Gupta
Performance attribution, time-weighted rate of return, and clean finite change sensitivity index pp. 62-72 Downloads
Carlo Alberto Magni and Andrea Marchioni
Industry momentum with correlation consolidation: evidence from China pp. 73-82 Downloads
Sabri Boubaker, Lechuan Du and Zhenya Liu
Page updated 2023-06-01