Apr

8

Starting Monday the Earth was hit by a series of Coronal Mass Emissions which were the strongest in over three years. The CMEs produced a spectacular multi colored aurora show at both the North and South poles and lower latitudes. According to an Atlanta Fed study the CMEs are also associated with temporary weakness in stock prices in affected countries. The usual lag is about 3-4 days. The Fed paper gave no reason for the hysteresis.

The paper by Robotti and Krivelyova is here.

Dr. McDonnell is the author of Optimal Portfolio Modeling, Wiley, 2008


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