Macroeconomics Research

Myth-busting: Fed Actions and Stock Prices

Does the Fed Impact Stock Prices? McDonald, Puleo and Shadmani Journal of Investing, February 2019A version of this paper can be found hereWant to read our summaries [...]

Sector Business Cycle Analysis

There are different investment approaches to identify sector winners and losers, such as price momentum strategies, top down approach based on specific macroeconomic indicators or [...]

Interest Rates and Value Investing

There is still no value in bonds today. The typical knee-jerk reaction to bold bond statements (such as the one above) is as follows:  This guy is [...]

Asset Pricing with–and without–garbage.

If you are into consumption-based asset pricing theory and the associated empirical attempts to reconcile the theory with the data from the realized equity premium, garbage is a [...]

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