| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10475772 | Journal of Financial Economics | 2014 | 10 Pages |
Abstract
Predictive regressions find that the party of the US president, the weather in Manhattan, global warming, the El Niño 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.
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Accounting
Authors
Robert Novy-Marx,