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
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