September is the worst month for U.S. stocks, and no one knows why

“If a convincing explanation for the September effect were ever found ... the historical pattern would quickly disappear.”

Larry Tint, chairman of Quantal International

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QWAFAFEW: Terry Marsh, CEO, Quantal talks about Segmentation, Liquidity, and Risk Returns Premiums.

The 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.

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September is the worst month for U.S. stocks, and no one knows why

Featured Posts

The Truth Behind the ‘Presidential Cycle’ for Stocks - Year 2 of a term is supposed to be bad for in

‘Sell in May and Go Away’: Mostly a Myth, but Not Entirely

Alpha Signals, Smart Beta, and Factor Model Alignment

Do Portfolio Managers Underestimate Risk by Overanalyzing Data?

QWAFAFEW: Terry Marsh, CEO, Quantal talks about Segmentation, Liquidity, and Risk Returns Premiums.

The 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.

Recent Posts

Opinion: These two stock market patterns add up to trouble for investors through Election Day

Equity Premiums in the Presidential Cycle: the Midterm Election Resolution of Uncertainty

The Truth Behind the ‘Presidential Cycle’ for Stocks - Year 2 of a term is supposed to be bad for in

Popular investing advice that you should ignore

‘Sell in May and Go Away’: Mostly a Myth, but Not Entirely

Terry Marsh joins Manifold Partners’ Scientific Advisory Board

Terry Marsh - American based alumnus returns to alma mater for guest lecture

September is the worst month for U.S. stocks, and no one knows why

Alpha Signals, Smart Beta, and Factor Model Alignment

Do Portfolio Managers Underestimate Risk by Overanalyzing Data?

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