The Day-of-Week effects on bond amrket: Is Wednesday best day fo

来源: caren 于 2014-02-28 19:22:12 [] [旧帖] [给我悄悄话] 本文已被阅读： 次 (537 bytes)
I have set up weekly automatic investment for my bond and stock fund investment. However, I am unsure I have chosen the best day. I recently read some papers on the day of the week effects on stock market. It appears that historically Wednesday has the highest close on stock market.

My question is: Since stock market and bond market are negatively correlated, does these studies mean Wednesday is the best day for bond investment and worst day for stock investment?

Please help...

所有跟帖： 

• the diff is tiny (a few bps) and not statistically significant -njrookie- ♂ 给 njrookie 发送悄悄话 (199 bytes) () 02/28/2014 postreply 19:35:08

• Agreed. The daily difference between M/W closes is 0.02-0.03% -caren- ♀ 给 caren 发送悄悄话 (198 bytes) () 02/28/2014 postreply 20:05:34

• It's an easy google to get the answer from historical data -Muttontown- ♀ 给 Muttontown 发送悄悄话 (74 bytes) () 02/28/2014 postreply 20:19:20

• How about bond? Should be opposite? -caren- ♀ 给 caren 发送悄悄话 (0 bytes) () 02/28/2014 postreply 20:36:32

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