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Effect of Fed Meetings and Small-Cap Dominance

In: STOCK MARKET CRASHES Predictable and Unpredictable and What To Do About Them

Author

Listed:
  • William T. Ziemba
  • Sebastien Lleo
  • Mikhail Zhitlukhin

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.

Suggested Citation

  • William T. Ziemba & Sebastien Lleo & Mikhail Zhitlukhin, 2017. "Effect of Fed Meetings and Small-Cap Dominance," World Scientific Book Chapters, in: STOCK MARKET CRASHES Predictable and Unpredictable and What To Do About Them, chapter 6, pages 147-168, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813223851_0006
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    Keywords

    Stock Market Crashes; Brexit; Trump; Financial Bubbles;
    All these keywords.

    JEL classification:

    • F30 - International Economics - - International Finance - - - General

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