Effect of Fed Meetings and Small-Cap Dominance

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Chapter 6 in Stock Market Crashes:Predictable and Unpredictable and What to do About Them, 2017, pp 147-168 from World Scientific Publishing Co. Pte. Ltd.

Abstract: In this chapter we discuss the generally positive effects on the US stock market of FED meetings and small cap stocks.Sixty-fourty pension fund fixed mix and presidential party effects are studied along with the effects on the stock market when congress is in session.Five strategies are presented and two simple presidential party strategies have over long periods produced higher returns than small or large cap stocks and about twenty times more final wealth than the highly recommended 60-40 stock-bond mix.

Keywords: Stock Market Crashes; Brexit; Trump; Financial Bubbles (search for similar items in EconPapers)
JEL-codes: F30 (search for similar items in EconPapers)
Date: 2017
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