超级碗股市预测器的检验

An Examination of the Super Bowl Stock Market Predictor

Journal of Finance · 1990
被引 60
人大 A+FT50UTD24ABS 4*

中文导读

检验了超级碗冠军所属联盟预测股市走向的异象,发现根据比赛结果操作可显著跑赢市场。

Abstract

ABSTRACT Few prediction schemes have been more accurate, and at the same time more perplexing, than the Super Bowl Stock Market Predictor, which asserts that the league affiliation of the Super Bowl winner predicts stock market direction. In this study, we examine the record and statistical significance of this anomaly and demonstrate that an investor would have clearly outperformed the market by reacting to Super Bowl game outcomes.

超级碗股市预测统计显著性市场异常