Journal of Asset Management
2000 - 2022
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 (). Access Statistics for this journal.
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Volume 23, issue 3, 2022
- Evolution of infrastructure as an asset class: a systematic literature review and thematic analysis pp. 173-200

- Surbhi Gupta and Anil Kumar Sharma
- Sovereign wealth funds and economic growth pp. 201-214

- Ermanno Affuso, Khandokar M. Istiak and Alex Sharland
- Efficient bias robust regression for time series factor models pp. 215-234

- R. Douglas Martin and Daniel Z. Xia
- Foreign institutional investors and dividend policy in Indonesia pp. 235-245

- 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

- 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

- Nathaniel Light and Ivan Stetsyuk
Volume 23, issue 2, 2022
- Dividend predictability and higher moment risk premia pp. 83-99

- Aşty Al-Jaaf
- Equity factors for multi-asset class portfolios: a strategic asset allocation perspective pp. 100-113

- Stefano Cavaglia, Louis Scott, Kenneth Blay and Tarun Gupta
- The ESG ETFs in the UK pp. 114-129

- Gerasimos G. Rompotis
- When does slower order execution occur? Evidence from U.S. equity investors pp. 130-137

- Ryan Garvey and Yaohua Qin
- Factor momentum, option-implied volatility scaling, and investor sentiment pp. 138-155

- 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

- Seungho Lee
- Correction to: Are religious investors financially smart? Evidence from equity funds pp. 172-172

- Murat Yas, Ahmet Faruk Aysan and Mohamed Eskandar Shah Mohd Rasid
Volume 23, issue 1, 2022
- European sin stocks pp. 1-18

- Siri Tronslien Sagbakken and Dan Zhang
- Is there a boutique asset management premium? Evidence from the European fund management industry pp. 19-32

- Andrew Clare
- Are religious investors financially smart? evidence from equity funds pp. 33-45

- Murat Yas, Ahmet Faruk Aysan and Mohamed Eskandar Shah Mohd Rasid
- Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds pp. 46-61

- Mayank Patel, Vinodh Madhavan and Supratim Gupta
- Performance attribution, time-weighted rate of return, and clean finite change sensitivity index pp. 62-72

- Carlo Alberto Magni and Andrea Marchioni
- Industry momentum with correlation consolidation: evidence from China pp. 73-82

- Sabri Boubaker, Lechuan Du and Zhenya Liu
Volume 22, issue 7, 2021
- Empirical asset pricing via machine learning: evidence from the European stock market pp. 507-538

- Wolfgang Drobetz and Tizian Otto
- Cross-listing and crisis pp. 539-558

- Imen Ghadhab
- Differential impact of earnings management on the accrual anomaly pp. 559-572

- Manish Bansal and Asgar Ali
- Quantitative model for impact of behavioral biases on asset allocation decisions: a case study of investors in UAE pp. 573-580

- Ashutosh Pradhan
- Decoding insider silence: evidence from China securities market pp. 581-599

- Han-Ching Huang and Ren-Cyuan Chan
- Investor sentiment and the time-varying sustainability premium pp. 600-621

- Vitor Azevedo, Christoph Kaserer and Lucila M. S. Campos
- Correction to: Factor-based investing in government bond markets: a survey of the current state of research pp. 622-622

- Demir Bektić, Britta Hachenberg and Dirk Schiereck
Volume 22, issue 6, 2021
- Multiple alpha sources and portfolio design pp. 389-390

- Marielle Jong and Dan diBartolomeo
- The ABC’s of the ARP: understanding alternative risk premium pp. 391-404

- Stephen A. Gorman and Frank J. Fabozzi
- The ABC’s of the alternative risk premium: academic roots pp. 405-436

- Stephen A. Gorman and Frank J. Fabozzi
- Adding alternative assets: return enhancement, diversification or hedging? pp. 437-442

- Bernd Scherer
- Portfolio selection with active strategies: how long only constraints shape convictions pp. 443-463

- Charles-Albert Lehalle and Guillaume Simon
- Factor investing: alpha concentration versus diversification pp. 464-487

- Lars Heinrich, Antoniya Shivarova and Martin Zurek
- Factor investing and asset allocation strategies: a comparison of factor versus sector optimization pp. 488-506

- Wolfgang Bessler, Georgi Taushanov and Dominik Wolff
Volume 22, issue 5, 2021
- Who owns tobacco stocks? pp. 311-325

- David Blitz and Laurens Swinkels
- Collectors’ motives in the context of wealth management pp. 326-337

- Eric Le Fur
- The Volatility Effect in China pp. 338-349

- David Blitz, Matthias X. Hanauer and Pim Vliet
- The performance of South African exchange traded funds under changing market conditions pp. 350-359

- Damien Kunjal, Faeezah Peerbhai and Paul-Francois Muzindutsi
- Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak pp. 360-375

- Jamila Abaidi Hasnaoui, Syed Kumail Abbas Rizvi, Krishna Reddy, Nawazish Mirza and Bushra Naqvi
- The downside risk of mutual funds: Does the quality of corporate governance matter? Empirical evidence from Pakistan pp. 376-388

- Farrukh Naveed, Muhammad Ishfaq and Zahid Maqbool
Volume 22, issue 4, 2021
- Macroeconomics and the value premium pp. 241-252

- Brian Jacobsen and Wai Lee
- Exploiting the dividend month premium: evidence from Germany pp. 253-266

- Felix Kreidl and Hendrik Scholz
- Information content of the risk-free rate for the pricing kernel bound pp. 267-276

- Milad Nozari
- Can an equity structure dominate the risk-return profile of corporate bonds? pp. 277-290

- Edouard Nouvellon and Hugues Pirotte
- Forecasting sector stock market returns pp. 291-300

- David G. McMillan
- Volume decomposition and volatility in dual-listing H-shares pp. 301-310

- Malay K. Dey and Chaoyan Wang
Volume 22, issue 3, 2021
- The effect of corporate governance on bank performance: evidence from Turkish and some MENA countries banks pp. 153-162

- Berna Doğan Başar, Ahmed Bouteska, Burak Büyükoğlu and İbrahim Halil Ekşi
- Prospect theory and risk-taking behavior: an empirical investigation of Islamic and conventional banks pp. 163-178

- Yousra Trichilli, Hana Kharrat and Mouna Boujelbène Abbes
- Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness pp. 179-199

- Wajdi Hamma, Ahmed Ghorbel and Anis Jarboui
- Expected returns with leverage constraints and target returns pp. 200-208

- Leon (Liang) Xin and Shanshan Ding
- Dynamic copula-based expectile portfolios pp. 209-223

- Maziar Sahamkhadam
- Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula pp. 224-239

- Ahmed Jeribi and Mohamed Fakhfekh
- Correction to: Do board characteristics affect bank performance? Evidence from the Eurozone pp. 240-240

- Ahmed Bouteska
Volume 22, issue 2, 2021
- Introductory editorial pp. 77-78

- Marielle Jong, Cécile Diana and Julie Malbois
- The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan pp. 79-95

- Frank J. Fabozzi, Peck Wah Ng and Diana E. Tunaru
- Green bonds: shades of green and brown pp. 96-109

- Moritz Immel, Britta Hachenberg, Florian Kiesel and Dirk Schiereck
- Air pollution, investor sentiment and excessive returns pp. 110-119

- Matthew Muntifering
- Sustainability efforts, index recognition, and stock performance pp. 120-132

- Moonsoo Kang, K. G. Viswanathan, Nancy A. White and Edward J. Zychowicz
- Expected and realized returns on stocks with high- and low-ESG exposure pp. 133-150

- Olaf Stotz
- Correction to: Sustainability efforts, index recognition, and stock performance pp. 151-151

- Moonsoo Kang, K. G. Viswanathan, Nancy A. White and Edward J. Zychowicz
Volume 22, issue 1, 2021
- Stock picking in the US market and the effect of passive investments pp. 1-10

- Carmine De Franco
- Bottom-up versus top-down factor investing: an alpha forecasting perspective pp. 11-29

- Martin Zurek and Lars Heinrich
- Modern portfolio theory with sharia: a comparative analysis pp. 30-42

- John A. Sandwick and Pablo Collazzo
- Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market pp. 43-50

- Imed Medhioub and Mustapha Chaffai
- The Investors Exchange’s (IEX) impact on investors pp. 51-61

- Alan Chow, Kyre Dane Lahtinen and Chris Lawrey
- Managerial behavior in fund tournaments—the impact of TrueSkill pp. 62-75

- Alexander Swade, Gerrit Köchling and Peter N. Posch
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