Managerial Finance: Volume 32 Issue 1

Analysis of currency impact on international investment

Anand Shetty, John Manley

Aims to examine the currency impact on return, risk and market correlations from the perspective of both dollar and non‐dollar‐based investments.

The effects of mean reversion on alternative investment strategies

Kathryn A. Wilkens, Jean L. Heck, Steven J. Cochran

The purpose of this study is to investigate the relationship between predictability in return and investment strategy performance. Two measures that characterize investment…

Does quantity reflect quality? Financial disclosure size and future performance

Marlin R.H. Jensen, Beverly B. Marshall, William N. Pugh

This study seeks to investigate whether a firm's financial disclosure size can help investors predict performance.

Enhancing stock returns using hedged dividend capture

Terry L. Zivney, John H. Ledbetter, James P. Hoban

This paper aims to explore the potential use of a dividend capture strategy by individual investors. This strategy arises from the 2003 tax law changes which lowered tax rates on…

The perception of dividends by professional investors

Kevin Chiang, George M. Frankfurter, Arman Kosedag, Bob G. Wood

To study the perception of dividends by the professional investor, for whom mutual fund managers are a proxy. The main line of research in dividends is based on using market data…

Special Issue: Survey Use in Finance

Announcement

Special issue: Capital formation