Journal of Asset Management

The Sharpe ratio's market climate bias: Theoretical and empirical evidence from US equity mutual funds
pp. 227-242(16)
Authors: Krimm, Sebastian; Scholz, Hendrik; Wilkens, Marco

How much value should you expect to gain or lose by replacing your investment manager?
pp. 243-252(10)
Author: Penfold, Robin

The search for an exploitable value premium in market indexes
pp. 253-270(18)
Authors: Scislaw, Kenneth E; McMillan, David G

An anatomy of calendar effects
pp. 271-286(16)
Authors: Swinkels, Laurens; van Vliet, Pim

Earnings response elasticity and post-earnings-announcement drift
pp. 287-305(19)
Authors: Yan, Zhipeng; Zhao, Yan; Xu, Wei; Cheng, Lee-Young