Volume 18, issue 3, May 2017

5 articles in this issue

Religious anomalies in Islamic stock markets: The Hajj Effect in Saudi Arabia

Authors
- Shaista Wasiuzzaman
- Content type: Invited Editorial
- Published: 10 January 2017
- Pages: 157 - 162
Managing ambiguity in asset allocation

Authors
- Hakan Kaya
- Content type: Original Article
- Published: 07 November 2016
- Pages: 163 - 187
Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence

Authors
- Rama Malladi
- Frank J. Fabozzi
- Content type: Original Article
- Published: 28 November 2016
- Pages: 188 - 208
Time-varying correlations and interrelations: Firm-level-based sector evidence

Authors
- P. Evans
- David G. McMillan
- Fiona J. McMillan
- Content type: Original Article
- Published: 19 December 2016
- Pages: 209 - 221
A truly market-value weighted commodity index

Authors (first, second and last of 5)
- Michael Ludwig
- Herbert G. Mayer
- Florian Vogg
- Content type: Original Article
- Published: 12 January 2017
- Pages: 222 - 242