Financial Analysts Journal

1996 - 2025

Current editor(s): Maryann Dupes

From Taylor & Francis Journals
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Overquantification pp. 5-12: Jack Gray
Personal Investing: Advice, Theory, and Evidence pp. 13-23: Zvi Bodie and Dwight B. Crane
Evidence on the Usefulness of Alternative Earnings per Share Measures pp. 24-33: Ross Jennings, Marc J. LeClere and Robert B. Thompson
New Evidence on Size and Price-to-Book Effects in Stock Returns pp. 34-42: Gerald R. Jensen, Robert R. Johnson and Jeffrey M. Mercer
Franchise Margins and the Sales-Driven Franchise Value pp. 43-53: Martin L. Leibowitz
Grading the Performance of Market-Timing Newsletters pp. 54-66: John R. Graham and Campbell R. Harvey
Put Prices and PEN Participation Rates at Longer Horizons: Is Equity Risk in the Eye of the Beholder? pp. 67-73: R. Douglas Van Eaton and James A. Conover
Stocks, Bonds, the Sharpe Ratio, and the Investment Horizon pp. 74-80: Charles W. Hodges, Walton R.L. Taylor and James A. Yoder
Analyst Forecasting Errors: Additional Evidence pp. 81-88: Lawrence D. Brown
Unreality Check pp. 89-89: Richard C. Schneider
The Investor's Anthology: Original Ideas from the Industry's Greatest Minds (a review) pp. 90-91: Martin S. Fridson and Martin S. Fridson

Three Classic Errors in Statistics, from Baseball to Investment Research pp. 6-8: Ronald N. Kahn
Fischer's Files pp. 9-10: Beverly J. Bell
Does Size Really Matter? pp. 12-18: Jonathan B. Berk
Is There a Neglected-Firm Effect? pp. 19-23: Craig G. Beard and Richard W. Sias
A Reexamination of the Market-Timing and Security-Selection Performance of Mutual Funds pp. 24-30: Zakri Y. Bello and Vahan Janjigian
Mutual Fund Misclassification: Evidence Based on Style Analysis pp. 32-43: Dan diBartolomeo and Erik Witkowski
Sensible Return Forecasting for Portfolio Management pp. 44-51: Gregory Connor
Rationality of Negative Stock-Price Responses to Strong Economic Activity pp. 52-56: Sangkyun Park
Mimickers of Corporate Insiders Who Make Large-Volume Trades pp. 57-66: Carr Bettis, Don Vickrey and Donn W. Vickrey
The Optimal Amount of Assets under Management in the Mutual Fund Industry pp. 67-73: Sean Collins and Phillip Mack
Small Slam Direct Hit pp. 74-74: Robert D. Arnott
Street Smarts: Linking Professional Conduct with Shareholder Value in the Securities Industry (a review) pp. 75-76: Martin S. Fridson and Martin S. Fridson

The Structure of the Investment-Management Industry: Revisiting the New Paradigm pp. 6-13: Richard M. Ennis
Demographics and International Investments pp. 14-28: Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
Securities Houses and Earnings Forecasts in Japan: What Makes for an Accurate Prediction? pp. 29-40: Robert M. Conroy, Yujiro Fukuda and Robert S. Harris
The Mean–Variance-Optimization Puzzle: Security Portfolios and Food Portfolios pp. 41-50: Kenneth L. Fisher and Meir Statman
A Multidimensional Framework for Risk Analysis pp. 51-57: Gifford Fong and Oldrich A. Vasicek
Growth in Alternative Investments pp. 58-65: Thomas J. Healey and Donald J. Hardy
Does the “Dow-10 Investment Strategy” Beat the Dow Statistically and Economically? pp. 66-72: Grant McQueen, Kay Shields and Steven R. Thorley
Investments with Downside Insurance and the Issue of Time Diversification pp. 73-79: Liang Zou
Approximating the Confidence Intervals for Sharpe Style Weights pp. 80-85: Angelo Lobosco and Dan DiBartolomeo
Russia's True Economy: More Inviting to Investors pp. 86-93: Lee Shama and Avraham Shama
Art of Short Selling (a review) pp. 94-95: Martin S. Fridson and Martin S. Fridson
Asset-Backed Securities (a review) pp. 94-94: Martin S. Fridson and Martin S. Fridson
Going Global with Equities (a review) pp. 95-96: Bruno Solnik and Martin S. Fridson

Reclaiming Shareholder Power pp. 7-10: Victor F. Morris
The Search for the Best Financial Performance Measure pp. 11-20: Jeffrey M. Bacidore, John A. Boquist, Todd T. Milbourn and Anjan V. Thakor
Commercial Real Estate Prices and Stock Market Returns: An International Analysis pp. 21-34: Daniel C. Quan and Sheridan Titman
The Effect of Bond-Rating Changes on Bond Price Performance pp. 35-51: Gailen Hite and Arthur Warga
The Finite Horizon Expected Return Model pp. 52-61: Joseph R. Gordon and Myron J. Gordon
The Performance, Risk, and Diversification of Sector Funds pp. 62-74: Ajay Khorana and Edward Nelling
A Fundamental Analysis of Korean Stock Returns pp. 75-80: Sandip Mukherji, Manjeet S. Dhatt and Yong H. Kim
Comparisons and Combinations of Long and Long/Short Strategies pp. 81-89: John S. Brush
Financial Warnings (a review) pp. 90-91: Martin S. Fridson and Martin S. Fridson
Institutional Investors and Corporate Governance (a review) pp. 91-93: Victor F. Morris and Martin S. Fridson

A Derivative Alternative as Executive Compensation pp. 6-8: Don M. Chance
Insider Trading Laws and the Role of Securities Analysts pp. 9-12: Michael S. Caccese
Earnings Surprise Research: Synthesis and Perspectives pp. 13-19: Lawrence D. Brown
What Rate of Return Can You Reasonably Expect… or What Can the Long Run Tell Us about the Short Run? pp. 20-28: Peter L. Bernstein
The Interaction of Value and Momentum Strategies pp. 29-36: Clifford S. Asness
How Many Mutual Funds Constitute a Diversified Mutual Fund Portfolio? pp. 37-46: Edward S. O'Neal
Senior Secured Floating-Rate Bank Loans for Life Insurance Company Investment Portfolios pp. 47-54: Mark L. Gold, Chad A. Leat and Michel Perrin
U.S. REITs as an Asset Class in International Investment Portfolios pp. 55-61: Stephen R. Mull and Luc A. Soenen
Investment Risk: The Experts' Perspective pp. 62-66: Robert A. Olsen
Will Stocks Continue to Outperform Bonds in the Future? pp. 67-73: Edward Renshaw
Against the Gods: The Remarkable Story of Risk (a review) pp. 74-74: Martin S. Fridson and Martin S. Fridson
Fat and Mean: The Corporate Squeeze of Working Americans and the Myth of Managerial Downsizing (a review) pp. 75-75: Victor F. Morris and Martin F. Fridson

Small Slam! pp. 6-8: Charles D. Ellis
Ethics and the Financial Analyst pp. 9-14: Michael S. Caccese
Ethics in Finance II pp. 15-25: John Dobson
Firm Valuation and Accounting for Employee Stock Options pp. 26-34: Maribeth Coller and Julia L. Higgs
Default Risk and the Effective Duration of Bonds pp. 35-44: David Babbel, Craig Merrill and William Panning
When Is “Bad News” Viewed as “Good News”? pp. 45-54: William H. Beaver, Stephen G. Ryan and James M. Wahlen
The Relative Performance of Five Alternative Warrant Pricing Models pp. 55-61: Shmuel Hauser and Beni Lauterbach
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation pp. 62-68: David R. Beaglehole, Philip Dybvig and Guofu Zhou
What Works on Wall Street: A Guide to the Best-Performing Investment Strategies of All Time (a review) pp. 69-70: Martin S. Fridson and Martin S. Fridson
The Financial Services Revolution: Understanding the Changing Role of Banks, Mutual Funds, and Insurance Companies (a review) pp. 70-71: Martin S. Fridson and Martin S. Fridson