TABLE OF CONTENTS

Volume 9, Issue 4 (October 2008)

Invited Editorial
Papers
Top

Invited Editorial

Do the common risk factors always capture strong variation in stock returns?

Pradosh Simlai

J Asset Manag 9: 255-263; doi:10.1057/jam.2008.22

Abstract | Full Text | PDF

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Papers

Fundamental indexation: An active value strategy in disguise

David Blitz and Laurens Swinkels

J Asset Manag 9: 264-269; doi:10.1057/jam.2008.23

Abstract | Full Text | PDF

A cross-sectional analysis of Malaysian unit trust fund expense ratios

Soo-Wah Low

J Asset Manag 9: 270-277; doi:10.1057/jam.2008.25

Abstract | Full Text | PDF

How many independent bets are there?

Daniel Polakow and Tim Gebbie

J Asset Manag 9: 278-288; doi:10.1057/jam.2008.26

Abstract | Full Text | PDF

Abnormal returns with momentum/contrarian strategies using exchange-traded funds

Jack C De Jong Jr. and S Ghon Rhee

J Asset Manag 9: 289-299; doi:10.1057/jam.2008.27

Abstract | Full Text | PDF

Who profits from trading around earnings announcements? Evidence from TORQ data

Malay K Dey and B Radhakrishna (Radha)

J Asset Manag 9: 300-308; doi:10.1057/jam.2008.24

Abstract | Full Text | PDF