basket 0 items @ £
View Basket

Three Seasonality Anomalies

Cover of The Harriman Stock Market Almanac 2018 by Stephen Eckett Three Seasonality Anomalies

Odd and even weeks

Earlier this year, the FTSE 100 Index rose in the second week of February. The following week, the market fell. The week after that the market increased. This pattern of alternating positive and negative week returns continued for another three weeks.

Is this an established behavioural pattern of stocks ¬alternating weeks of positive and negative returns?
The short answer is no. Before February this year, the previous time the market had alternated the sign of weekly returns for six consecutive weeks had been in 2015. It’s a pattern that occurs roughly once a year.
However, while extended runs of alternating week returns may be fairly rare, there is an odd characteristic of week returns. Read more
View article on source website

Enter your email address to receive your free ebook

By requesting this free eBook, you agree to let us email you
about future Harriman House offers. We will not sell your details
to a third party and you can un-subscribe at any time.
A valid email address is required to receive your download link.