Volume 5, issue 3, October 2004

6 articles in this issue

Editorial

Authors
- Stephen E Satchell
- Content type: Editorial
- Published: 01 October 2004
- Pages: 148 - 148
Good corporate governance works: More evidence from CalPERS

Authors
- Mark Anson
- Ted White
- Ho Ho
- Content type: Paper
- Published: 01 October 2004
- Pages: 149 - 156
The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2

Authors
- Ron Bird
- Jonathan Whitaker
- Content type: Paper
- Published: 01 October 2004
- Pages: 157 - 175
Expect something sensible: Putting US returns in an international perspective

Authors
- Roelof Salomons
- Content type: Paper
- Published: 01 October 2004
- Pages: 176 - 191
How to profit from mean reverting risk premiums? Implications for stock selection

Authors
- Olaf Stotz
- Content type: Paper
- Published: 01 October 2004
- Pages: 192 - 202
Portfolio formations can affect asset pricing tests

Authors
- Ingrid Lo
- Content type: Paper
- Published: 01 October 2004
- Pages: 203 - 216