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Investing Research Articles

84 Research Articles

Indicators of U.S. Presidential Re-election Results

What economic/financial variables are most useful in predicting re-election prospects for incumbent U.S. presidents? In the November 2012 revision of their paper entitled “Social Mood, Stock Market Performance and U.S. Presidential Elections: A Socionomic Perspective on Voting Results”, Robert Prechter, Deepak Goel, Wayne Parker and Matt Lampert analyze relationships between prior U.S. economic and equity… Keep Reading

Weekly Summary of Research Findings: 10/23/23 – 10/27/23

Below is a weekly summary of our research findings for 10/23/23 through 10/27/23. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.

Stock Market Volatility by Bull-Bear Regime

“Overview of Financial Market Regime Change” states that researchers often use return volatility to discriminate financial market regimes (intervals of persistent behavior). Investors often use some variation of simple moving average (SMA) crossovers to determine market regime. Do these perspectives intersect? To investigate, we examine realized volatility (standard deviation of daily returns) and frequency of… Keep Reading

Alternative Global Equity Diversification Approaches

What approaches to global diversification work best? In their July 2011 paper entitled “What Matters in International Equity Diversification? “, Chun-hung Chen, Tom Goodwin, and Wenling Lin use mean-variance spanning and optimization tests of indexes to compare benefits of alternative approaches to global diversification of the equity portion of an investor’s portfolio. Specifically, they investigate potential… Keep Reading

Finding Memes for Contrarian or Trend-following Plays

…rapid meme detection via Internet-enabled technologies may offer an edge for tuned-in traders.

Benefit of Tax-deferred Retirement Savings?

How effective are tax-deferred savings in avoiding federal income taxes over a lifetime? In their May 2011 paper entitled “The Tax Benefit of Income Smoothing”, Kristian Rydqvist, Steven Schwartz and Joshua Spizman estimate the lifetime benefit of postponing federal income tax liability until retirement by contributing pre-tax dollars to individual or employer-sponsored retirement savings while… Keep Reading

How Rigorous is the Stock Trader’s Almanac?

You can use these three categories (and key word searches) to identify similar analyses and thereby get a second opinion on specific anomalies.

Triumph of the Optimists (Chapter-by-Chapter Review)

…21st-century investors should curb their exuberance.

A Republican Risk Premium?

…a pro-Democrat/anti-Republican bias in the mainstream media may affect the economic risk perception of some investors/potential investors, thereby affecting stock valuations.

Essential Ingredients for a Stock Market Boom

…stock market booms arise from the confluence of strong economic growth and low inflation. Excessive (?) monetary policy reaction to rising inflation kills the booms.