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Stock strategies with the January barometer and the yield curve

Sun, Licheng; Stivers, Christopher T.; Kongera, Ajay - In: Journal of investment management : JOIM 11 (2013) 1, pp. 32-49

Persistent link: https://www.econbiz.de/10009744212

The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724

Persistent link: https://www.econbiz.de/10010487741

Equity volatility as a determinant of future term-structure volatility

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial markets 25 (2015), pp. 33-51

Persistent link: https://www.econbiz.de/10011477263

Macroeconomic uncertainty and the distant forward-rate slope

Connolly, Robert A.; Dubofsky, David A.; Stivers, … - In: Journal of empirical finance 48 (2018), pp. 140-161

Persistent link: https://www.econbiz.de/10012109285

Stock Strategies with the January Barometer and the Yield Curve

Sun, Licheng - 2013

The January Barometer states that the sign of the stock-markets returns in January can predict the subsequent 11-month stock-market return over February to December. Cooper et al. (2010) show that the best way to use the January Barometer is to be long following positive Januarys and invest in...

Persistent link: https://www.econbiz.de/10013081857