The Journal of Index Investing: 1 (3)

The Journal of Index Investing

Winter 2010; Volume 1,Issue 3

Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 2; DOI: https://doi.org/10.3905/jii.2010.1.3.002
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An Empirical Investigation of the Performance of
Commodity-Based Leveraged ETFs
Robert Murphy and Colby Wright

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 14-23; DOI: https://doi.org/10.3905/jii.2010.1.3.014
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Investment Strategies of Constructing FTSE 100 Index
Funds with Exchange-Traded Derivative Instruments
Sylwia E. Starnawska

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 24-38; DOI: https://doi.org/10.3905/jii.2010.1.3.024
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Federal Court Decision Highlights Uncertainty over
Mutual Fund Derivative Litigation Under
Massachusetts Law
Robert A. Skinner and Daniel V. McCaughey

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 39-44; DOI: https://doi.org/10.3905/jii.2010.1.3.039
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Leveraged and Inverse ETFs, Holding Periods, and
Investment Shortfalls
Ilan Guedj, Guohua Li and Craig McCann

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 45-57; DOI: https://doi.org/10.3905/jii.2010.1.3.045
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Do Index Fund Managers Trade Opportunistically around Index Changes? An Empirical Examination of S&P 500 Index Funds
Lee M. Dunham and Thuy H. Simpson

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 58-64; DOI: https://doi.org/10.3905/jii.2010.1.3.058
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Mutual Funds: Conflicted Distribution and the New Total Expense Ratio Construct
John A. Haslem

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 65-73; DOI: https://doi.org/10.3905/jii.2010.1.3.065
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How Passive Are International ETFs? A Study of
Their Intraday Behavior
Pauline Shum

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 74-84; DOI: https://doi.org/10.3905/jii.2010.1.3.074
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The S&P 500 Universe: Trend and Volatility Regimes
Joel Clarke Gibbons

The Journal of Beta Investment Strategies Winter 2010, 1 (3) 85-91; DOI: https://doi.org/10.3905/jii.2010.1.3.085

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