Showing posts with label Jingwen Pan. Show all posts
Showing posts with label Jingwen Pan. Show all posts

Thursday, December 19, 2024

Ap Index of Geomagnetic Activity and S&P 500 Returns | Lifang Peng et al.

Existing research provides strong evidence that geomagnetic activity impacts stock investment decisions by influencing human health, mood, and behavior. Using monthly geomagnetic indices and US stock market indices from the past 20 years, we found compelling evidence supporting a causal relationship between geomagnetic activity and stock market returns.
 
High AP Index, low stock market performance—really?
 
The results were robust, indicating that higher geomagnetic activity, which often corresponds with intense solar activity, is inversely related to stock market performance. In other words, when geomagnetic activity was higher, the stock market tended to perform worse.

 
 The semiannual variation of geomagnetic activity is linked to the interaction between the solar wind and Earth's tilted magnetic field, which typically causes increased geomagnetic disturbances around the equinoxes and lower activity around the solstices.