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Content
May 1996, Volume 52, Issue 3
- 28-36 To Load or Not to Load? A Study of the Marketing and Distribution Charges of Mutual Funds
by John Kihn - 37-50 Changes in the Structure and Dynamics of European Securities Markets
by Alexandros Benos & Michel Crouhy - 51-55 Deriving Zero-Coupon Rates: Alternatives to Orthodoxy
by Ira G. Kawaller & John F. Marshall - 56-64 Stock Market Valuation Indicators: Is This Time Different?
by Kevin Cole & Jean Helwege & David Laster - 65-70 The Danger of Assuming Homogeneous Expectations
by Moshe Levy & Haim Levy - 71-76 Political Risk in Emerging and Developed Markets
by Robin L. Diamonte & John M. Liew & Ross L. Stevens - 77-80 Analyst Forecasting Errors
by David Dreman
March 1996, Volume 52, Issue 2
- 7-12 The Call for Reporting Comprehensive Income
by Anthony T. Cope & L. Todd Johnson & Cheri L. Reither - 13-20 Volatility and the Institutional Investor
by Richard W. Sias - 21-30 Why Do We Need Stock Brokers?
by David P. Brown - 31-39 National versus Global Influences on Equity Returns
by Stan Beckers & Gregory Connor & Ross Curds - 40-55 Corporate Profitability and Stock Valuation in Japan
by Masasuke Ide - 56-60 Do Sales–Price and Debt–Equity Explain Stock Returns Better than Book–Market and Firm Size?
by William C. Barbee & Sandip Mukherji & Gary A. Raines - 61-64 A Quadratic Method for the Calculation of Implied Volatility Using the Garman–Kohlhagen Model
by M. A. J. Bharadia & N. Christofides & G. R. Salkin - 67-68 On the Risk of Stocks in the Long Run: A Comment
by Robert Ferguson & Dean Leistikow - 69-71 On the Risk of Stocks in the Long Run: A Note
by Richard Taylor & Donald J. Brown - 72-76 Long-Run Risk in Stocks
by George M. Cohen - 77-79 Benjamin Graham on Value Investing: Lessons from the Dean of Wall Street (a review)
by Victor F. Morris & Martin S. Fridson - 79-80 Blind Hog: Memoirs of a Wall Street Maverick (a review)
by Martin S. Fridson & Martin S. Fridson
January 1996, Volume 52, Issue 1
- 5-7 Death of the General Account
by Brian O'Neil - 8-14 Where Are the Gains from International Diversification?
by Rex A. Sinquefield - 15-26 The Effect of Embedded Options on the Financial Performance of Convertible Bond Funds
by John Kihn - 27-31 The January Effect: Still There after All These Years
by Robert A. Haugen & Philippe Jorion - 32-39 Pricing Long Bonds: Pitfalls and Opportunities
by Philip H. Dybvig & William J. Marshall - 40-47 Analyst Forecasting Errors and Their Implications for Security Analysis: An Alternative Perspective
by Lawrence D. Brown - 48-55 A Seasoning Process in the U.S. Treasury Bond Market: The Curious Case of Newly Issued Ten-Year Notes
by Peter Carayannopoulos - 56-62 Does International Diversification Work Better for Real Estate than for Stocks and Bonds?
by Piet M.A. Eichholtz - 63-64 White-Collar Crime Reconsidered (a review)
by Martin S. Fridson & Martin S. Fridson