Tuesday, March 29, 2011

End-of-Quarter Effect

End-of-Quarter Effect - CXO Advisory

Great article from CXO Advisory that attempts to answer a few questions.  Does the U.S. stock market offer a predictable pattern of returns around the ends of calendar quarters? Do funds deploy cash to bid stocks up at quarter ends to boost portfolio values at the end of reporting periods (with subsequent reversals)? Or, do they sell stocks to raise cash for fund redemptions?

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