Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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Seeking a Better Way Forward pp. 6-8: Rodney N. Sullivan and Richard M. Ennis
Errata pp. 8-8: The Editors
Too Much Emphasis on Quantitative Methods Instead of Ethics? pp. 10-10: Russell McAlmond
Future of Securities Markets: Competition or Consolidation? pp. 15-26: Hans Stoll
Hedge Fund Performance Persistence: A New Approach pp. 27-44: Nicole M. Boyson
The Returns to Hedge Fund Activism pp. 45-61: Alon Brav, Wei Jiang, Frank Partnoy and Randall S. Thomas
Saving Social Security: A Better Approach pp. 62-73: Thomas K. Philips and Arun Muralidhar
Creating a “Smart” Conditional Consensus Forecast pp. 74-86: Lawrence D. Brown, Gerald D. Gay and Marian Turac
In the Future pp. 88-88: Rodney N. Sullivan

Prediction Markets pp. 8-10: Richard M. Ennis
“The Plan Sponsor’s Goal”: A Comment pp. 12-12: Colin J. Kerwin
Do Professional Currency Managers Beat the Benchmark? pp. 18-32: Momtchil Pojarliev and Richard M. Levich
Accruals, Capital Investments, and Stock Returns pp. 34-44: K.C. John Wei and Feixue Xie
The Accruals Anomaly and Company Size pp. 47-60: Dan Palmon, Ephraim F. Sudit and Ari Yezegel
Long-Term Price Effect of S&P 500 Addition and Earnings Quality pp. 62-76: Petya Platikanova
Pre-Issue Investor Optimism and Post-Issue Underperformance pp. 77-87: Bingsheng Yi, Mohamed H. El-Badawi and Barry Lin
Employee Stock Option Valuation with an Early Exercise Boundary pp. 88-100: Neil Brisley and Chris K. Anderson
Your Money and Your Brain: How the New Science of Neuroeconomics Can Help Make You Rich (a review) (corrected) pp. 102-103: Martin S. Fridson and Martin S. Fridson
In the Future pp. 104-104: Rodney N. Sullivan

The New Organizational Paradigm: A Single Portfolio Manager and a Band of Scouts pp. 8-10: Richard M. Ennis
Systemic Credit Risk: What Is the Market Telling Us? pp. 16-24: Vineer Bhansali, Robert Gingrich and Francis A. Longstaff
Buy-Side vs. Sell-Side Analysts’ Earnings Forecasts pp. 25-39: Boris Groysberg, Paul Healy and Craig Chapman
Valuing Illiquid Common Stock pp. 40-47: Edward A. Dyl and George J. Jiang
How Variation in Signal Quality Affects Performance pp. 48-61: Jia Ye
Stock Repurchases and the EPS Enhancement Fallacy pp. 62-75: Jacob Oded and Allen Michel
Long-Term Impact of Russell 2000 Index Rebalancing pp. 76-91: Jie Cai and Todd Houge, CFA
Capital Ideas Evolving (a review) pp. 93-94: Martin S. Fridson and Martin S. Fridson
In the Future pp. 96-96: Rodney N. Sullivan, CFA

“Patents on Intangibles” Continued pp. 6-6: Jack L. Treynor
“The Pension Problem: On Demographic Time Bombs and Odious Debt”: A Comment on the Letter from Dean LeBaron, CFA pp. 10-10: Alberto L. Dominguez
The Market for Dividends and Related Investment Strategies (corrected) pp. 17-29: Richard Manley and Christian Mueller-Glissmann
Weak-Form Efficiency in Currency Markets pp. 31-52: Kuntara Pukthuanthong-Le and Lee R. Thomas
Does the Measure Matter in the Mutual Fund Industry? pp. 54-66: Martin Eling
Quarterly Accruals or Cash Flows in Portfolio Construction? pp. 67-79: Joshua Livnat and Germán López-Espinosa
Portfolio Choice with Puts: Evidence from Variable Annuities pp. 80-95: Moshe Milevsky and Vladyslav Kyrychenko
In the Future pp. 104-104: Rodney N. Sullivan

The Herd Follows the Leader pp. 6-8: Richard M. Ennis
“Fundamentally Flawed Indexing”: Comments pp. 12-14: Robert D. Arnott and Harry Markowitz
Fundamental Disagreement pp. 12-12: Richard M. Ennis
“Fundamentally Flawed Indexing”: Author Response pp. 14-17: André F. Perold
“Fundamentally Flawed Indexing”: Comments pp. 14-14: Jack Treynor
“Why Fundamental Indexation Might—or Might Not—Work”: A Comment pp. 17-18: Jason C. Hsu
“Why Fundamental Indexation Might—or Might Not—Work”: Author Response pp. 18-18: Paul D. Kaplan
Affect in a Behavioral Asset-Pricing Model pp. 20-29: Meir Statman, Kenneth L. Fisher and Deniz Anginer
Black Monday and Black Swans pp. 30-40: John C. Bogle
Where Is the Value Premium? pp. 41-48: Ludovic Phalippou
Equity Returns at the Turn of the Month pp. 49-64: John J. McConnell and Wei Xu
Forecasting Fund Manager Alphas: The Impossible Just Takes Longer pp. 65-80: M. Barton Waring and Sunder R. Ramkumar
Custom Factor Attribution pp. 81-92: Jose Menchero and Vijay Poduri
In the Future pp. 96-96: Rodney N. Sullivan

2007 Report to Readers pp. 6-7: Rodney N. Sullivan
“The Adjusted Earnings Yield”: A Comment pp. 8-8: Hollister B. Sykes
Long–Short Extensions: How Much Is Enough? pp. 16-30: Roger Clarke, Harindra de Silva, Steven Sapra and Steven Thorley
Why Fundamental Indexation Might—or Might Not—Work pp. 32-39: Paul D. Kaplan
The Longevity Annuity: An Annuity for Everyone? pp. 40-48: Jason S. Scott
Capital Structure, Staggered Boards, and Firm Value pp. 49-60: Pornsit Jiraporn and Yixin Liu
Risk Management for Event-Driven Funds pp. 61-73: Philippe Jorion
Combination Hedges Applied to U.S. Markets pp. 74-84: Lawrence Morgan
Quantitative Management of Bond Portfolios (a review) pp. 85-86: Mark S. Rzepczynski and Martin S. Fridson
Do Economists Make Markets? On the Performativity of Economics (a review) pp. 86-87: Martin S. Fridson and Martin S. Fridson
In the Future pp. 88-88: Rodney N. Sullivan