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Calendar Anomalies and Arbitrage
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Calendar Anomalies and Arbitrage (2012)Calendar Anomalies and ArbitrageLand and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 (2015)Land and stock bubbles, crash…Overconfidence and Speculative Bubbles (2003)This Time Is Different (2009)This Time Is Different (2009)Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world (2015)Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models? (2017)
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