home *** CD-ROM | disk | FTP | other *** search
- Path: sparky!uunet!olivea!charnel!rat!polyslo.csc.calpoly.edu!rteasdal
- From: rteasdal@polyslo.csc.calpoly.edu (Rusty)
- Newsgroups: misc.invest
- Subject: Re: Superbowl and the Stock Market
- Message-ID: <1993Jan25.192136.943@rat.csc.calpoly.edu>
- Date: 25 Jan 93 19:21:36 GMT
- References: <4369.2825.uupcb@synapse.org>
- Organization: Cal Poly State Univ, CSC Dept, San Luis Obispo, CA 93407
- Lines: 31
- Nntp-Posting-Host: polyslo.csc.calpoly.edu
-
- In article <4369.2825.uupcb@synapse.org> doug.hewko@synapse.org (Doug Hewko) writes:
- >From: doug.hewko@synapse.org
- >
- >
- >There was a study on this by Thomas M. Krueger and William F. Kennedy
- >in the June 1990 edition of the Journal of Finance. The article is on
- >page 691, and is called "An Examination of the Super Bowl Stock Market
- >Predictor". Very basically, the Super Bowl Stock Market Predictor
- >(SBSMP) was very accurate (91%) and someone following this strategy
- >would have beaten the market over the 1967-1988 period. (The authors
- >only studied the 22 year period from 1967 to 1988.) Of course, they
- >also caution you that the SBSMP may not hold true in the future... :)
- >
-
- There are other odd correlations with the Super Bowl, as
- well. An article in yesterday's paper observed that there is one
- day of the year on which domestic violence rises to a yearly peak,
- when more calls to crisis hotlines by battered women are recorded
- than at any other time.
-
- The infamous day in question is Super Bowl Sunday. Sad but
- quite true.
-
- {I suppose followups should go somewhere other than misc.invest}
-
-
-
- --
- |||||||| Russ Teasdale -- rteasdal@polyslo.CalPoly.EDU -- (Rusty) ||||||||
- -------------------------------------------------------------------------------
- "Gentlemen, if we do not succeed, then we run the risk of failure." - D. Quayle
-