Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

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