TABLE OF CONTENTS

Volume 7, Issue 3-4 (September 2006)

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Editorial

Funding long-term liabilities: A global perspective — CFA Institute Annual Conference

Alan Brown

J Asset Manag 7: 155-169; doi:10.1057/palgrave.jam.2240210

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Papers

A note on the out-of-sample performance of resampled efficiency

Bernd Scherer

J Asset Manag 7: 170-178; doi:10.1057/palgrave.jam.2240211

Volatility filters for asset management: An application to managed futures

Christian Dunis and Jia Miao

J Asset Manag 7: 179-189; doi:10.1057/palgrave.jam.2240212

Performance measurement with loss aversion

Gordon Gemmill, Soosung Hwang and Mark Salmon

J Asset Manag 7: 190-207; doi:10.1057/palgrave.jam.2240213

Measuring investor sentiment in equity markets

Arindam Bandopadhyaya and Anne Leah Jones

J Asset Manag 7: 208-215; doi:10.1057/palgrave.jam.2240214

Cash equity transaction cost analysis: State of the art ... and beyond

Catherine D'Hondt and Jean-René Giraud

J Asset Manag 7: 216-241; doi:10.1057/palgrave.jam.2240215

Corporate governance and earnings management and the relationship between economic value added and created shareholder value

Ali El Mir and Souad Seboui

J Asset Manag 7: 242-254; doi:10.1057/palgrave.jam.2240216

Rights offerings in Spain: Effects on ex-rights stocks during the subscription period

Consuelo Riaño, Francisco-Javier Ruiz and Rafael Santamaría

J Asset Manag 7: 255-272; doi:10.1057/palgrave.jam.2240217

The cross-sectional variability of stock-price returns: Country and sector effects revisited

Michael Steliaros and Dylan C Thomas

J Asset Manag 7: 273-290; doi:10.1057/palgrave.jam.2240218

Asset disposition effect: The impact of price patterns and selected personal characteristics

Alan S Wong, Bernardo J Carducci and Alan Jay White

J Asset Manag 7: 291-300; doi:10.1057/palgrave.jam.2240219