Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

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Volume 59, issue 6, 2003

Who's Minding the Store? pp. 4-8

Robert D. Arnott

Accounting Valuation: Is Earnings Quality an Issue? pp. 20-28

Bradford Cornell and Wayne R. Landsman

Why Ethics Codes Don't Work pp. 29-34

John Dobson

Capturing the Value Premium in the United Kingdom pp. 35-45

Elroy Dimson, Stefan Nagel and Garrett Quigley

Geometric or Arithmetic Mean: A Reconsideration pp. 46-53

Eric Jacquier, Alex Kane and Alan J. Marcus

Bayesian Asset Allocation and U.S. Domestic Bias pp. 54-65

Ulf Herold and Raimond Maurer

A Close Look at Short Selling on Nasdaq pp. 66-74

James J. Angel, Stephen E. Christophe and Michael G. Ferri

Investor Underreaction to Goodwill Write-Offs pp. 75-84

Mark Hirschey and Vernon J. Richardson

The Profitability of Day Traders pp. 85-94

Douglas J. Jordan and J. David Diltz

Volume 59, issue 5, 2003

The Mystery of TIPS pp. 4-7

Robert D. Arnott

“The Statistics of Sharpe Ratios”: A Comment pp. 17-17

Michael Wolf

“What Risk Matters? A Call for Papers!”: A Comment pp. 18-18

William L. Valentine

Hedge Fund Existential pp. 19-23

Richard Bookstaber

Reading the Stars: Age Bias in Morningstar Ratings pp. 24-27

J.A. Adkisson and Don R. Fraser

The Higher Equity Risk Premium Created by Taxation pp. 28-31

Martin L. Leibowitz

Predictability in Hedge Fund Returns (corrected) pp. 32-46

Noël Amenc, Sina El Bied and Lionel Martellini

Earnings Growth: The Two Percent Dilution pp. 47-55

William J. Bernstein and Robert D. Arnott

Outlier-Resistant Estimates of Beta pp. 56-69

R. Douglas Martin and Timothy T. Simin

Portfolio Optimization with Tracking-Error Constraints pp. 70-82

Philippe Jorion

Preference-Based Strategic Currency Hedging pp. 83-96

Greg van Inwegen, John Hee and Kenneth Yip

Famous Fables of Economics: Myths of Market Failures (a review) pp. 100-101

Martin S. Fridson and Martin S. Fridson

Risk Management and Value Creation in Financial Institutions (a review) pp. 102-102

Murad J. Antia and Martin S. Fridson

Take on the Street: What Wall Street and Corporate America Don't Want You to Know; What You Can Do to Fight Back (a review) pp. 103-103

Daren E. Miller and Martin S. Fridson

Volume 59, issue 4, 2003

Managing Investments for the Long Term pp. 4-8

Robert D. Arnott

Points of Inflection: Investment Management Tomorrow pp. 18-23

Peter L. Bernstein

How to Regulate a Monopoly pp. 24-25

Jack Treynor

Monetary Policy and Stock Price Returns pp. 26-35

J. Benson Durham

Macroeconomic Variables and Corporate Performance pp. 36-50

Lars Oxelheim

The Russell Reconstitution Effect pp. 51-64

Ananth Madhavan

Internet Investment Advice: Investing with a Rock of Salt pp. 65-77

Michaël Dewally

A December Effect with Tax-Gain Selling? pp. 78-90

Honghui Chen and Vijay Singal

Tax Management, Loss Harvesting, and HIFO Accounting pp. 91-102

Andrew L. Berkin and Jia Ye

The Theory and Practice of Investment Management (a review) pp. 103-103

Ronald L. Moy and Martin S. Fridson

Volume 59, issue 3, 2003

What Risk Matters? A Call for Papers! pp. 6-8

Robert D. Arnott

“Portfolio Resampling: Review and Critique”: A Comment pp. 17-17

Richard Michaud and Robert Michaud

Errata pp. 18-18

The Editors

Treatment of Pension Plans in a Corporate Valuation pp. 19-24

Lawrence N. Bader

Wall Street Research: Will New Rules Change Its Usefulness? pp. 25-29

Leslie Boni and Kent Womack

Is the Insurance Business Viable? pp. 30-41

Robert Ferguson, Dean Leistikow and John R. Powers

Liquidation Risk pp. 42-51

Darrell Duffie and Alexandre Ziegler

A Century of Investors pp. 52-59

Meir Statman

Quasi-Private Information and Insider Trading pp. 60-68

Martha L. Carter, Sattar A. Mansi and David M. Reeb

Insider Trading When an Underlying Option Is Present pp. 69-77

David C. Hyland, Salil K. Sarkar and Niranjan Tripathy

Quantifying Credit Risk II: Debt Valuation pp. 78-92

Stephen Kealhofer

Nondefault Components of Investment-Grade Bond Spreads pp. 93-102

James H. Dignan

Financial Instruments and Institutions: Accounting and Disclosure Rules (a review) pp. 103-103

Martin S. Fridson and Martin S. Fridson

Volume 59, issue 2, 2003

Dividends and the Three Dwarfs pp. 4-6

Robert D. Arnott

Errata pp. 7-7

The Editors

Demographics and Capital Market Returns pp. 20-29

Robert D. Arnott and Anne Casscells

Single-Period Mean–Variance Analysis in a Changing World (corrected) pp. 30-44

Harry Markowitz and Erik L. van Dijk

News, Not Trading Volume, Builds Momentum pp. 45-54

James Scott, Margaret Stumpp and Peter Xu

Currency Overlay in Performance Evaluation pp. 55-68

Cornelia Paape

Global/Industrial Diversification and Analyst Herding pp. 69-79

Chansog (Francis) Kim and Christos Pantzalis

FEVA: A Financial and Economic Approach to Valuation pp. 80-87

Xavier Adserà and Pere Viñolas

Reassessing the Returns to Analysts' Stock Recommendations pp. 88-96

Brad Barber, Reuven Lehavy, Maureen McNichols and Brett Trueman

A Negative Equilibrium Interest Rate pp. 97-109

Moshe Levy, Haim Levy and Avi Edry

Compensation Committee Handbook (a review) pp. 110-111

Victor F. Morris and Martin S. Fridson

Volume 59, issue 1, 2003

From the Editor pp. 3-3

Robert D. Arnott

Dividends and Dividend Taxation pp. 4-4

Robert D. Arnott

“An Examination of Resampled Portfolio Efficiency”: A Comment pp. 15-16

Richard O. Michaud

“Stale Prices and Strategies for Trading Mutual Funds”: Authors' Response pp. 15-15

Jacob Boudoukh, Marti Subrahmanyam, Matthew Richardson and Robert Whitelaw

“An Examination of Resampled Portfolio Efficiency”: Authors' Response pp. 16-16

Jonathan Fletcher and Joe Hillier

Thoughts on the Future: Theory and Practice in Investment Management pp. 17-23

Robert Merton

Thoughts on the Future: Life-Cycle Investing in Theory and Practice pp. 24-29

Zvi Bodie

Quantifying Credit Risk I: Default Prediction pp. 30-44

Stephen Kealhofer

“Wall $treet Week”: Information or Entertainment? pp. 45-53

Eurico J. Ferreira and Stanley D. Smith

The Equity Premium: Why Is It a Puzzle? (corrected) pp. 54-69

Rajnish Mehra

Surprise! Higher Dividends = Higher Earnings Growth pp. 70-87

Robert D. Arnott and Clifford S. Asness

Long-Run Stock Returns: Participating in the Real Economy pp. 88-98

Roger G. Ibbotson and Peng Chen

Dividend-Yield Strategies in the Canadian Stock Market pp. 99-106

Sue Visscher and Greg Filbeck

The A.R.T. of Risk Management: Alternative Risk Transfer, Capital Structure, and the Convergence of Insurance and Capital Markets (a review) pp. 107-108

Mark S. Rzepczynski and Martin S. Fridson

The Fundamentals of Risk Measurement (a review) pp. 108-109

Daren E. Miller and Martin S. Fridson

The Man Who Beats the S&P: Investing with Bill Miller (a review) pp. 109-110

Murad J. Antia and Martin S. Fridson