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Scientific Observations on Financial Markets




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Does the Yield Curve Really Forecast Recession?
It's well known that in the United States recessions are often preceded by an inversion of the yield curve. Is there any economic rationale for this?
Federal Reserve Bank of St. Louis, Economic Synopses, No. 30, 2018 , David Andolfatto, Andrew Spewak

Do stocks outperform Treasury bills?
"All of the wealth creation can be attributed to the thousand top-performing stocks, while the remaining 96 percent of stocks collectively matched one-month T-bills."
Arizona State University, W. P. Carey School of Business, May 2018 , Prof. Hendrik Bessembinder, Francis J. and Mary B. Labriola

Can banks individually create money out of nothing? — The theories and the empirical evidence
International Review of Financial Analysis, Volume 36, December 2014 , Richard A. Werner

Information in the Yield Curve about Future Recessions
"Furthermore, when interpreting the yield curve evidence, one should keep in mind the adage “correlation is not causation.”
Federal Reserve Bank of San Francisco, Economic Letter, August 27, 2018 , Michael D. Bauer and Thomas M. Mertens

Consumers Response More to negative News than Positive Info
"The laboratory provides insight into how cognitively taxing it can become for people exposed to changes in the economic landscape to acquire and process information."
Federal Reserve Bank of Dallas, Economic Letter, Volume 13, Number 7, May 2018 , Antonella Tutino

The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios
The Journal of Finance, December 2015 , Veronika K. Pool, Noah Stoffman, Scott E. Yonker

Curse of the Benchmarks
Dimitri Vayanos, Paul Woolley, London School of Economics, Paul Woolley Centre, March 2016 , Financial Markets Group, Discussion Paper, No 747

Volatility Managed Portfolios
Yale University, February 1, 2016 , Alan Moreira, Tyler Muir

How Japan remained on the Gold Standard despite unsustainable external debt
Explorations in Economic History, Volume 59, January 2016, Pages 40-54 , Giovanni B. Pittaluga, Elena Seghezza

Taking the lord's name in vain: The impact of connected directors on 19th century British banks
Explorations in Economic History, Volume 59, January 2016 , Richard S. Grossman, Masami Imai