Search Results - "Journal of Investing"

“Honey, I Shrunk the ESG Alpha”: Risk-Adjusting ESG Portfolio Returns by Bruno, Giovanni, Esakia, Mikheil, Goltz, Felix

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Performance Assessment of Firms Following Sustainalytics ESG Principles by Filbeck, Aaron, Filbeck, Greg, Zhao, Xin

“…The authors explore whether firms rated highly by Sustainalytics based on ESG criteria are rewarded with superior long-term stock price performance. They find…”
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When Do Systematic Internalisers Choose to Provide Passive Liquidity to Investors? by Besson, Paul, Gu, Cheng-Feng

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Modeling Returns to Currency Speculation: The Importance of Accurate Trading Costs by Melvin, Michael, Shand, Duncan

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The Returns to Environmental, Social, and Governance Investing by Pollak, Micah, Arshanapalli, Bala, Hobson, Charles, Griffin, Andrea

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The Serial Correlation of Stock Market Realized Volatility by Feng, Wei, Jones, Travis L.

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Expanding the Fama–French Factor Model with the Industry Beta by Schmidt, Anatoly B.

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Flow Rider: Tradable Ecosystems’ Relative Entropy of Flows As a Determinant of Relative Value by Henide, Karim

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Alpha Now, Taxes Later: Tax-Efficient Long-Only Factor Investing by Chen, Yin, Israelov, Roni

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Obtaining Leveraged Returns in a Retirement Account by Stollman, Jeff

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Editor’s Letter by Bruce, Brian

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richard ennis’s insights Hogwarts Finance by Ennis, Richard M.

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Connectedness of G10 Cross-Currency Basis Derivatives Markets by Agudze, Komla, Iwuagwu, Chikaodinaka, Olarewaju, Favour, Salako, Abdulmuttolib

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Explainable Transaction Cost Allocation with the Shapley Value by Ma, Alfred

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richard ennis’s insights Unexceptional Endowment Performance by Ennis, Richard M.

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How Black-Scholes Shaped Trading for the Past 50 Years by Hauser, Peter, Kumiega, Andrew, Lahey, Gary, Sterijevski, Greg

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ESG and Behavioral Finance: Why ESG Investing Is Primarily a Psychological Phenomenon by Shefrin, Hersh

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An Investment Strategy Based on News Sentiment Words and Its Empirical Performance by Chen, Yao-Tsung, Yu, Cheng-Yen, Lin, Shu-Yi

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How Stock Markets React to Financial Institution Misconduct: The Role of Ex Ante Reputation by Kammoun, Manel, Tandja M., Djerry C.

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Does Investor Attention Impact ESG ETF Performance? by Zong, Sijing, Zhu, David, Huang, Tzu-Man

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