Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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A Fractional Solution to a Stock Market Mystery pp. 5-26: Robert Bartlett, Justin McCrary and Maureen O’Hara
Measuring Mutual Fund Flows pp. 27-59: James J. Li and Lu Zheng
A Latent Factor Cash Flow Model for Alternative Investment Funds pp. 60-75: Wen Cao and Misha van Beek
The Cross-Section of Corporate Bond Returns: The Pre-World War I Evidence pp. 76-99: Kevin Van Mencxel
True Value Investing in the Corporate Bond Market pp. 100-121: Robbert-Jan ‘t Hoen, CFA, Patrick Houweling and Philip Messow
Investor Emotions and Asset Prices pp. 122-149: Shehub Bin Hasan, Alok Kumar and Richard Taffler
Excess Return Profiles for Stocks Purchased by Active Equity Managers pp. 150-175: Jo Drienko, Bruce Grundy, Anna von Reibnitz and Geoffrey J. Warren

2024 Report to Readers pp. 5-6: Luis García-Feijóo
Images Tell Stories pp. 7-28: Joshua Ronen, Tavy Ronen and Mi Zhou
Asset Allocation Drift Due to Taxes pp. 29-38: William W. Jennings and Brian C. Payne
Spot Bitcoin ETFs: The Struggle Was Worth It pp. 39-50: Andrew M. Hornback and Robert E. Whaley
Optimal Factor Timing in a High-Dimensional Setting pp. 51-66: Rob Lehnherr, Manan Mehta and Stefan Nagel
Intrinsic Value: A Solution to the Declining Performance of Value Strategies pp. 67-88: Derek Bergen, Francesco Franzoni, Daniel Obrycki and Rafael Resendes
Credit-Implied Volatility pp. 89-116: Bryan Kelly, Gerardo Manzo and Diogo Palhares

Publisher’s Note pp. 5-5: Allison Adams
Innovation and the Human Dimension of Investment Management pp. 7-11: Luis García-Feijóo and William N. Goetzmann
How Much Does ChatGPT Know about Finance? pp. 12-32: Douglas (DJ) Fairhurst and Daniel Greene
How Should Investors’ Long-Term Returns Be Measured? pp. 33-62: Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K. C. John Wei
Safe Equities: An Alternative Allocation to Bonds pp. 63-81: Stephen Penman and Julie Zhu
Show & Tell: An Analysis of Corporate Climate Messaging and Its Financial Impacts pp. 82-101: Joseph E. Aldy, Patrick Bolton, Zachery M. Halem and Marcin T. Kacperczyk
Influence and Predictive Value of Seeking Alpha Articles pp. 102-128: Wolfgang Breuer, Andreas Knetsch and Eric Sachsenhausen

“Earnings per Share Don’t Count” at 50 pp. 5-10: Martin S. Fridson, Jack J. Beyda and John H. Lee
The Importance of Joining Lifecycle Models with Mean-Variance Optimization pp. 11-17: Paul D. Kaplan and Thomas M. Idzorek
A Heuristic for Fat-Tailed Stock Market Returns pp. 18-26: Ivo Welch
Accessing Private Markets: What Does It Cost? pp. 27-52: Wayne Lim
Transaction Costs and Capacity of Systematic Corporate Bond Strategies pp. 53-80: Alexey Ivashchenko and Robert Kosowski
Choices Matter When Training Machine Learning Models for Return Prediction pp. 81-107: Clint Howard
Time-Varying Drivers of Stock Prices pp. 108-133: Dat Mai
Estimating Long-Term Expected Returns pp. 134-154: Rui Ma, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

ESG and Derivatives pp. 5-16: Rajkumar Janardanan, Xiao Qiao and K. Geert Rouwenhorst
Empirical Evidence on the Stock–Bond Correlation pp. 17-36: Roderick Molenaar, Edouard Sénéchal, Laurens Swinkels and Zhenping Wang
Factor-Mimicking Portfolios for Climate Risk pp. 37-58: Gianluca De Nard, Robert Engle and Bryan Kelly
3D Investing: Jointly Optimizing Return, Risk, and Sustainability pp. 59-75: David Blitz, Mike Chen, Clint Howard and Harald Lohre
Nonlinear Factor Returns in the US Equity Market pp. 76-102: Roger Clarke, Harindra de Silva and Steven Thorley
Predicting Corporate Bond Illiquidity via Machine Learning pp. 103-127: Axel Cabrol, Wolfgang Drobetz, Tizian Otto and Tatjana Puhan

2023 Report to Readers pp. 5-6: Luis Garcia-Feijoo
Exclude with Impunity: Personalized Indexing and Stock Restrictions pp. 7-25: Yin Chen and Roni Israelov
Smart Rebalancing pp. 26-51: Rob Arnott, Feifei Li and Juhani Linnainmaa
Shareholder Activism in Small-Cap Newly Public Firms pp. 52-73: Emmanuel R. Pezier and Paolo F. Volpin
Fundamental Analysis via Machine Learning pp. 74-98: Kai Cao and Haifeng You
Private Equity Performance around the World pp. 99-121: Sara Ain Tommar, Serge Darolles and Emmanuel Jurczenko
Reversals and the Returns to Liquidity Provision pp. 122-151: Wei Dai, Mamdouh Medhat, Robert Novy-Marx and Savina Rizova
Short Squeezes pp. 152-173: Zhiqian Jiang, Baixiao Liu, Andrew Schrowang and Wei Xu

Harry Markowitz and the Philosopher’s Stone pp. 1-11: Stephen C. Sexauer and Laurence B. Siegel
Stocks for the Long Run? Sometimes Yes, Sometimes No pp. 12-28: Edward F. McQuarrie
Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds pp. 30-40: Kenechukwu Anadu, John Levin, Victoria Liu, Noam Tanner, Antoine Malfroy-Camine and Sean Baker
Bonds with Benefits: Impact Investing in Corporate Debt pp. 41-56: Desislava Vladimirova and Jieyan Fang-Klingler
Direct Lending Returns pp. 57-83: Antti Suhonen
Breaking Bad Trends pp. 84-98: Christian L. Goulding, Campbell Harvey and Michele G. Mazzoleni
Are All Short-Term Institutional Investors Informed? pp. 99-117: Mustafa O. Caglayan, Umut Celiker and Mete Tepe