Novy-Marx, R., 2014. Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars.
Journal of Financial Economics, 112(2), pp.137-146. http://rnm.simon.rochester.edu/research/PPiCToAPA.pdf https://www.sciencedirect.com/science/article/pii/S0304405X14000208 Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars Predictive regressions find that the party of the US president, the weather in Manhattan, global warming, ...
#
Behavorial_story
#
Novy_Marx
#
Novy_Marx_2014
#
p해킹
#
계량투자
#
데이터마이닝
#
퀀트
#
퀀트투자
