Re: [FairfieldLife] Lunar Cycle Effects in Stock Returns

2006-11-06 Thread Bhairitu
new.morning wrote: I have not read the paper yet, but the researchers look credible. Abstract: We find strong lunar cycle effects in stock returns. Specifically, returns in the 15 days around new moon dates are about double the returns in the 15 days around full moon dates. This

[FairfieldLife] Lunar Cycle Effects in Stock Returns

2006-11-05 Thread new . morning
I have not read the paper yet, but the researchers look credible. Abstract: We find strong lunar cycle effects in stock returns. Specifically, returns in the 15 days around new moon dates are about double the returns in the 15 days around full moon dates. This pattern of returns is