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Below is a weekly summary of our research findings for 1/12/26 through 1/16/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...

"Exploiting the Presidential Cycle and Party in Power" summarizes strategies that hold small stocks (large stocks or bonds) when Democrats (Republicans) hold the U.S. presidency. How has this strategy performed in recent years? To investigate, we ...

How do exchange-traded-funds (ETF) focused on development of robotics-artificial intelligence (AI), an arguably hot area of technology, perform? To investigate, we consider eight of the largest such ETFs, all currently available, as follows: Robo ...

The full-year Trading Calendar indicates that the U.S. stock market has three phases over the calendar year, corresponding to calendar year trading days 1-84 (January-April), 85-210 (May-October) and 211-252 (November-December). What are typical ...

The Inflation Forecast now incorporates actual total and core Consumer Price Index (CPI) data for December 2025. The actual total (core) inflation rate is about the same as (about the same as) forecasted. We have also updated the inflation ...

Does lack of critical assessment of cause and effect undermine reliability of findings in scientific research? In his December 2025 presentation package entitled "Investment Lessons from Cosmology: Draw Your Assumptions Before Your Conclusions",

Time-series momentum (TSMOM) is a well-documented finding that past returns predict next-period returns for many asset types. Is the relationship between past and future performance linear? In their December 2025 paper entitled "Nonlinear Time Series ...

Below is a weekly summary of our research findings for 1/5/26 through 1/9/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive these ...

A Securities Information Processor (SIP) aggregates quotes and trades from all U.S. stock exchanges to feed the NYSE Trade and Quote (TAQ) database, used in much finance research to (for example) estimate effective bid-ask spreads and associated ...

Most researchers use classical statistical testing, with a t-statistic of 2.0 as the significance threshold for accepting an hypothesis. However, this threshold is valid only if the associated p-value derives from a single test. There are hundreds of ...