Title of article :
Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars
Author/Authors :
Novy-Marx، نويسنده , , Robert، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Pages :
10
From page :
137
To page :
146
Abstract :
Predictive regressions find that the party of the US president, the weather in Manhattan, global warming, the El Niٌo phenomenon, sunspots, and the conjunctions of the planets all have significant power predicting the performance of popular anomalies. The interpretation of these results has important implications for the asset pricing literature.
Keywords :
Predictive regressions , Anomaly performance
Journal title :
Journal of Financial Economics
Serial Year :
2014
Journal title :
Journal of Financial Economics
Record number :
2212822
Link To Document :
بازگشت