Lunar phases and stock returns (Excel)

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  • Опубліковано 3 кві 2023
  • Do astrological superstitions affect stock market returns? Yuan et al. (2006) argue that the lunar cycle does affect financial market performance and that returns are lower around the full moon. Today we are investigating how to test for the lunar cycle effects on stock markets, potential behavioral finance explanations for the effect, and whether this anomaly still exists.
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КОМЕНТАРІ • 8

  • @NEDLeducation
    @NEDLeducation  Рік тому +1

    You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
    Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

  • @tiagontop7472
    @tiagontop7472 Рік тому +1

    Another very informative video! I heard this hypothesis some time ago and was very skeptical about it, but I thought it would be good to test the hypothesis myself. You posted this video at the best time.

  • @williama.rivera9414
    @williama.rivera9414 Рік тому

    Very good, I think that each phase of the moon take influence over the investor sentiment.

  • @kanchanwelcomes
    @kanchanwelcomes 4 місяці тому

    sir i unable to find this videos papers on google drive uploaded by you..secondly i had a doubt that how did you managed to bring all the dates offull moon with timings on excel..kindly explain in detail..plz sir consider my request urgently

  • @urmiakter5872
    @urmiakter5872 Рік тому

    Is there by any chance have the Bayesian Shrinakge Estimator tutorial using excel? Can't find anything releating to Bayes shrinkage.

  • @empemitheos
    @empemitheos Рік тому

    it's because more light at night affects energy prices

  • @riccardoronco627
    @riccardoronco627 Рік тому

    try with VIX returns