Year-end Global Growth and Future Asset Class Returns
March 19, 2015 - Bonds, Calendar Effects, Commodity Futures, Currency Trading, Economic Indicators, Equity Premium
Does fourth quarter global economic data set the stage for asset class returns the next year? In their February 2015 paper entitled “The End-of-the-year Effect: Global Economic Growth and Expected Returns Around the World”, Stig Møller and Jesper Rangvid examine relationships between level of global economic growth and future asset class returns, focusing on growth at the end… Keep Reading