Objective research to aid investing decisions

Value Investing Strategy (Read Overview)

Allocations for January 2020 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Read Overview)

Allocations for January 2020 (Final)
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Calendar Effects

The time of year affects human activities and moods, both through natural variations in the environment and through artificial customs and laws. Do such calendar effects systematically and significantly influence investor/trader attention and mood, and thereby equity prices? These blog entries relate to calendar effects in the stock market.

Explaining Summer Doldrums

In the December 2004 draft of their paper on “Gone Fishin’: Seasonality in Speculative Trading and Asset Prices” Harrison Hong and Jialin Yu examine the effect of vacation periods (summer in the U.S. and January-February in China) on speculative stocks during 1992-2003. They find that: Keep Reading

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