Is systematically selling covered call options on equity indexes, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider five equity covered call ETFs:
One concern about simple momentum strategies is data snooping bias impounded in selection of the lookback interval(s) used to measure asset momentum. To circumvent this ...
S&P 500 Index shows little anomalous behavior around Memorial Day, with daily returns averaging near the 0.036% baseline across the M-3 to M+3 window (1950-2024; 75 observations; event study methodology).
How do exchange-traded-funds (ETF) that employ artificial intelligence (AI) to pick assets perform? To investigate, we consider ten such ETFs, eight of which are currently ...
"Sell in May" stocks underperformed November-April stocks (CAGR not specified vs buy-and-hold benchmark; Apr 1871-Apr 2021; seasonal timing with 1% trading costs; S&P Composite Index with Shiller dataset).
Are prediction markets better at forecasting firm earnings than professional analysts? In their April 2026 paper entitled "Beating the Earnings Game: Why Do Prediction Markets ...