Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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Problems with Health Insurance pp. 14-29: Robert Ferguson and Dean Leistikow
What P/E Will the U.S. Stock Market Support? pp. 30-38: C. Barry White
The Efficiency Gains of Long–Short Investing pp. 40-53: Richard C. Grinold and Ronald N. Kahn
Security Analysis, Agency Costs, and Company Characteristics pp. 54-63: John A. Doukas, Chansog Kim and Christos Pantzalis
Spread-Driven Dividend Discount Models pp. 64-81: Martin L. Leibowitz
Analysts and Information Gaps: Lessons from the UAL Buyout pp. 82-110: Stuart C. Gilson
2000 Pay to Win: How America's Successful Companies Pay Their Executives (a review) pp. 111-112: Victor S. Morris and Martin S. Fridson
Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing (a review) pp. 112-113: Mark S. Rzepczynski and Martin S. Fridson

From the Editor pp. 3-3: H. Gifford Fong
ERRATA pp. 14-16: The Editors
Understanding and Monitoring the Liquidity Crisis Cycle pp. 17-22: Richard Bookstaber
Co-Movements in Bid-Ask Spreads and Market Depth pp. 23-27: Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
The Probability of Limit-Order Execution pp. 28-33: Jin-Wan Cho and Edward Nelling
The Rise of Sector Effects in Major Equity Markets pp. 34-40: Sean P. Baca, Brian L. Garbe and Richard A. Weiss
The Increasing Importance of Industry Factors pp. 41-54: Stefano Cavaglia, Christopher Brightman and Michael Aked
Time Diversification and Estimation Risk pp. 55-62: Björn Hansson and Mattias Persson
Risk-Adjusted Performance: The Correlation Correction pp. 63-71: Arun S. Muralidhar

Cooperation versus Competition pp. 13-22: Martin A. Nowak, Karl Sigmund and Martin L. Leibowitz
New Paradigm or Same Old Hype in Equity Investing? pp. 23-36: Louis K.C. Chan, Jason Karceski and Josef Lakonishok
Industry Momentum and Sector Mutual Funds pp. 37-49: Edward S. O'Neal
Estimating and Pricing Credit Risk: An Overview pp. 50-66: Duen-Li Kao
Corporate Credit-Risk Dynamics pp. 67-81: Lea V. Carty
A New Method for Credit-Enhancement Standards pp. 82-89: Sankarshan Acharya
Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes (a review) pp. 90-91: Martin S. Fridson and Martin S. Fridson
Dodging Bullets: Changing U.S. Capital Structure in the 1980s and 1990s (a review) pp. 91-92: Martin S. Fridson and Martin S. Fridson

Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? Comments pp. 16-19: John Nuttall and William Jahnke
Do All-Stars Shine? Evaluation of Analyst Recommendations pp. 20-29: Hemang Desai, Bing Liang and Ajai K. Singh
Socially Responsible Mutual Funds (corrected) pp. 30-39: Meir Statman
The Value Creation Potential of High-Tech Mergers pp. 40-51: Ninon Kohers and Theodor Kohers
A Portfolio Performance Index pp. 52-61: Michael Stutzer
Rational Pricing of Internet Companies pp. 62-75: Eduardo S. Schwartz and Mark Moon
Real-Options Valuation for a Biotechnology Company pp. 76-84: David Kellogg and John M. Charnes
Derivatives: A PowerPlus Picture Book (a review) pp. 85-86: Mark S. Rzepczynski and Martin S. Fridson
John Neff on Investing (a review) pp. 86-87: Martin S. Fridson and Martin S. Fridson

Investor Sentiment and Stock Returns pp. 16-23: Kenneth L. Fisher and Meir Statman
Are Risk Premium Anomalies Caused by Ambiguity? pp. 24-31: Robert A. Olsen and George H. Troughton
An Empirical Study of Bond Market Transactions pp. 32-46: Gwangheon Hong and Arthur Warga
Value at Risk pp. 47-67: Thomas J. Linsmeier and Neil D. Pearson
Franchise Labor pp. 68-76: Martin L. Leibowitz
Finding Firm Value without a Pro Forma Analysis (corrected) pp. 77-84: Tom Arnold and Jerry James
Symmetrical Information and Credit Rationing: Graphical Demonstrations pp. 85-95: Hung-Jen Wang
Stocks versus Bonds: Explaining the Equity Risk Premium pp. 96-113: Clifford S. Asness
The Ultimate Investor: The People and Ideas that Make Modern Investment (a review) pp. 114-114: Martin S. Fridson and Martin S. Fridson
The Mutual Fund Business (a review) pp. 115-116: Mark S. Rzepczynski and Martin S. Fridson
Investing by the Numbers (a review) pp. 116-117: Martin S. Fridson and Martin S. Fridson

Saving Social Security pp. 13-16: Robert Ferguson
Too Many Cooks Spoil the Profits: Investment Club Performance pp. 17-25: Brad Barber and Terrance Odean
Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? pp. 26-33: Roger G. Ibbotson and Paul D. Kaplan
Interest Rate Sensitivities of Bond Risk Measures pp. 34-43: Timothy Falcon Crack and Sanjay K. Nawalkha
Controlling Risk in Global Multimanager Portfolios pp. 44-53: Wenling Lin
Dispersion as Cross-Sectional Correlation pp. 54-61: Bruno Solnik and Jacques Roulet
How “Foolish” Are Internet Investors? pp. 62-69: Mark Hirschey, Vernon J. Richardson and Susan Scholz
Equity REIT Beta Estimation pp. 70-79: John B. Corgel and Chris Djoganopoulos