Vol. 26 No. 1 (2018): Securities Trading, Asset Pricing, and Investment Strategies

Certain historical issues of the Review of Futures Markets are not currently available in digital format. Issues published between 2017 and the pre-pandemic period were distributed in print format and were not systematically digitized. The Journal is actively working to preserve and expand its digital archive. Additional historical content will be added as archival materials become available.

Mode of Publication: Physical Hardcopy
Editor: Danual Josh

Index of Articles: 
1. Asset Pricing Anomalies in Developed and Emerging Equity Markets by Whitmore, E. R., & Johansson, V. (pp. 1–15)
2. Securities Trading Behavior and Market Efficiency: Evidence from International Exchanges by Hartwell, J. D., & Nakamura, H. (pp. 16–30)
3. Institutional Investors and Their Influence on Asset Price Movements by Kingsley, J. E., & Petrova, E. (pp. 31–46)
4. Momentum Investing and Portfolio Performance in Equity Markets by Becker, L., & O’Connor, L. (pp. 47–61)
5. Market Liquidity and Trading Activity in Modern Securities Exchanges by Richardson, C., & Fischer, M. (pp. 62–76)
6. Asset Allocation Strategies under Changing Economic Conditions by Romano, G., & Mitchell, S. (pp. 77–92)
7. The Impact of Information Disclosure on Stock Market Performance by Bennett, O., & Sullivan, M. (pp. 93–107)
8. Behavioral Biases and Investment Decision-Making among Retail Investors by Caldwell, N. J., & Kapoor, R. (pp. 108–122)
9. Exchange-Traded Funds and Their Role in Portfolio Diversification by Andersen, K., & Laurent, I. (pp. 123–138)
10. Risk-Adjusted Performance Measurement of Equity Investment Strategies by Moreno, A., & Costa, I. (pp. 139–153)
11. Cross-Border Capital Flows and Securities Market Development by Zhang, W., & Wilson, T. E. (pp. 154–168)
12. Algorithmic Trading and Market Quality: Emerging Perspectives by Ashford, D. R., & Ahmed, S. (pp. 169–184)
13. Corporate Announcements and Short-Term Asset Price Reactions by Walker, A. J., & Marino, S. (pp. 185–199)
14. Portfolio Optimization Techniques in Volatile Financial Markets by Sørensen, M., & Foster, E. (pp. 200–214)
15. Advances in Quantitative Asset Pricing Models by Brookfield, S. T., & Mendoza, C. (pp. 215–230)