Below is a weekly summary of our research findings for 11/18/19 through 11/22/19. 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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- Multi-year ETF Momentum
Evidence suggests that U.S. equity ETFs exhibit multi-year momentum. - Mutual Fund Managers Harmfully Biased?
Evidence suggests that mutual fund managers are prone to risk-taking after good last-year performance, to the detriment of their investors. - Extra Attention to Earliest Quarterly Earnings Announcements
Evidence suggests that traders may be able to exploit relatively large, transitory earnings announcement premiums among stocks of firms exhibiting systematic announcement schedules and reporting earliest during a quarter. - Combining Economic Policy Uncertainty and Stock Market Trend
Evidence does not support belief that adding a signal based on the EPU Index improves performance of the S&P 500 Index SMA10 for U.S. stock market timing. - U.S. Stock Market Returns Around Thanksgiving
Best guess is that any anomalous U.S. stock market strength around Thanksgiving comes one trading day before and one trading day after the holiday, with the next day weak, but effects may be weakening and noise generally dominates.
