• 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