Volume 10, issue 4, October 2009

6 articles in this issue

A perspective on US regime change and the global financial crisis

Authors
- James L Grant
- Content type: Invited Editorial
- Published: 22 September 2009
- Pages: 205 - 209
Price volatility and tracking ability of ETFs

Authors
- Jack W Aber
- Dan Li
- Luc Can
- Content type: Original Article
- Published: 22 September 2009
- Pages: 210 - 221
Do implied volatilities predict stock returns?

Authors
- Manuel Ammann
- Michael Verhofen
- Stephan Süss
- Content type: Original Article
- Published: 22 September 2009
- Pages: 222 - 234
Does tactical asset allocation work? Another look at the fundamental law of active management

Authors
- Hubert Dichtl
- Wolfgang Drobetz
- Content type: Original Article
- Published: 22 September 2009
- Pages: 235 - 252
Tracking errors of exchange traded funds

Authors
- William F Johnson
- Content type: Original Article
- Published: 22 September 2009
- Pages: 253 - 262
Interfamily competition on index tracking: The case of the vanguard ETFs and index funds

Authors
- Gerasimos G Rompotis
- Content type: Original Article
- Published: 22 September 2009
- Pages: 263 - 278