The literature on momentum is vast. No previous study, however, has examined trading rules along government bond term structures. Under index-duration-neutral and long-only constraints and with low trading costs, an equally weighted average strategy across 20 look-back windows produces an...

Indications that suggest equity investors can profit from elections are problematic for three reasons. First, the research assumes that political variables alone determine stock market performance. Therefore, this article controls for other factors, namely, total and systematic risk. Second,...