Why private credit resilience persists (Special Report)
Private market debt tends to offer better risk adjusted returns and spreads than bonds that trade in public…
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Emerging markets, reconsidered (Special Report)
Because of outdated perceptions, emerging market equities are still priced as a risk to avoid. The reality looks…
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Calendar Anomalies: Real Patterns or Data-Mining Artifacts? (The North American Journal of Economics and Finance)
Day-of-the-week, week-of-the-month, and January effects are statistically credible prior to the early 1990s. These…
Boundaries of Time Series Momentum
Shiller's CAPE, dividend yield, and the government bond yield-curve slope are measures of value in equity and bond…
