Journal of Financial Markets

Green Table of Contents

Volume 51

November 2020

Predicting the equity premium with the implied volatility spread

Charles Cao, Timothy Simin, Han Xiao

Article 100531

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Self-fulfilling arbitrages necessitate crash risk

Dong-Hyun Ahn, Soohun Kim, Kyoungwon Seo

Article 100547

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Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets

Sirio Aramonte, Paweł J. Szerszeń

Article 100559

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Costly index investing in foreign markets

Alvaro Pedraza, Fredy Pulga, Jose Vasquez

Article 100509

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Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns

Michael Melvin, Wenqiang Pan, Petra Wikstrom

Article 100545

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The choice of SEO method in Korea: Rights vs. public offers

Ju Hyun Kim, Kyojik Song

Article 100532

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ETF use among actively managed mutual fund portfolios

D. Eli Sherrill, Sara E. Shirley, Jeffrey R. Stark

Article 100529

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The role of an aligned investor sentiment index in predicting bond risk premia of the U.S

Oğuzhan Çepni, I. Ethem Guney, Rangan Gupta, Mark E. Wohar

Article 100541

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