Below is a weekly summary of our research findings for 9/23/19 through 9/27/19. 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.
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- Stock Market and the National Election Cycle
Evidence suggests both long-term and short-term connections between the U.S. national election cycle and U.S. stock market performance, with: (1) presidential term year 3 the best by far; (2) mid-term congressional elections pivotal; and, (3) a tendency for a brief pre-election rally. - Value Investing Dead?
Evidence offers no clear path for resurrection of value investing. - Exploiting Stocks that Incorporate News Slowly
Evidence indicates that investors may be able to exploit monthly mismatches between firm news sentiment and contemporaneous stock performance. - National Election Cycle and Stocks Over the Long Run
Evidence from a long run sample suggests a mid-20th century shift toward abnormally strong U.S. stock market performance in the middle of presidential terms. - Are Equity Put-Write ETFs Working?
Available evidence on attractiveness of equity put-write ETFs as either substitutes for or diversifiers of equities is adverse.
