Apr

12

 Julius Shiskin (1913-1978) pioneered some seasonal analysis programs at The Census Bureau that are widely used and responsible for much of the random data we receive on monthly increases and decreases. Around 1970, he wrote a great paper applying his methods of seasonality to stock market prediction. It was very suggestive. He immediately withdrew the paper, presumably for bureaucratic reasons. It would be interesting if that paper existed and could be applied prospectively. I looked through some google stuff and could find no reference to it.

Vince Fulco writes in:

I believe the  title of the paper you are looking for is, "Systematic Aspects of Stock Price Fluctuations", ~1968. Ask Doc to find a copy for you.


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