{"title":"Hogwarts Finance","authors":"Richard M. Ennis","doi":"10.3905/joi.2024.1.325","DOIUrl":"https://doi.org/10.3905/joi.2024.1.325","url":null,"abstract":"","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"4 7","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141798130","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Flow Rider: Tradable Ecosystems’ Relative Entropy of Flows as a Determinant of Relative Value","authors":"Karim Henide","doi":"10.3905/joi.2024.1.321","DOIUrl":"https://doi.org/10.3905/joi.2024.1.321","url":null,"abstract":"","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"17 12","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141799137","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Serial Correlation of Stock Market Realized Volatility","authors":"Wei Feng, Travis L. Jones","doi":"10.3905/joi.2024.1.323","DOIUrl":"https://doi.org/10.3905/joi.2024.1.323","url":null,"abstract":"","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"27 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141801323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Is It Anchoring? Information Discreteness and the Performance of a 52-Week-High Strategy","authors":"Ajay Bhootra","doi":"10.3905/joi.2024.1.314","DOIUrl":"https://doi.org/10.3905/joi.2024.1.314","url":null,"abstract":"","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"3 5","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141101282","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An Investment Strategy Based on News Sentiment Words and Its Empirical Performance","authors":"Yao-Tsung Chen, Cheng-Yen Yu, Shu-Yi Lin","doi":"10.3905/joi.2024.1.315","DOIUrl":"https://doi.org/10.3905/joi.2024.1.315","url":null,"abstract":"","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"9 8","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141099784","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Classical Stock Valuation in the Modern Era of Intangibles","authors":"A. Berkin, Amitabh Dugar, Jacob Pozharny","doi":"10.3905/joi.2024.1.313","DOIUrl":"https://doi.org/10.3905/joi.2024.1.313","url":null,"abstract":"","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"38 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140703045","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
fund managers invest in similar stocks as the group of all managers following the same self-declared strategy. We find that, from 2007 to 2019, a period that was especially harsh for active managers, high-consistency funds significantly outperform low-consistency funds, and this performance is not subsumed by measures of mutual fund activeness and conviction. Overall, our results show that investors can use consistency to help identify the small minority of funds expected to deliver superior future performance.
{"title":"Practice What You Preach: Strategy Consistency and Mutual Fund Performance","authors":"Ph.D C. Thomas Howard, Ceo, Ph.D Andrew L Detzel","doi":"10.3905/joi.2024.1.310","DOIUrl":"https://doi.org/10.3905/joi.2024.1.310","url":null,"abstract":"fund managers invest in similar stocks as the group of all managers following the same self-declared strategy. We find that, from 2007 to 2019, a period that was especially harsh for active managers, high-consistency funds significantly outperform low-consistency funds, and this performance is not subsumed by measures of mutual fund activeness and conviction. Overall, our results show that investors can use consistency to help identify the small minority of funds expected to deliver superior future performance.","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"43 19","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140735139","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Round-Table Questions on Harry Markowitz and his Legacy in Financial Economics","authors":"John B. Guerard, Cheng-Few Lee, Christopher Geczy","doi":"10.3905/joi.2024.1.309","DOIUrl":"https://doi.org/10.3905/joi.2024.1.309","url":null,"abstract":"","PeriodicalId":109566,"journal":{"name":"The Journal of Investing","volume":"11 5","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140743977","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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