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Zeroing in on the Expected Returns of Anomalies
4.6% per year. Adding post-publication effects, how- ever, results in ...4 anomalies. Combining anomalies can improve portfolio performance, particu
URL: https://www.federalreserve.gov/econres/feds/files/2020039pap.pdf
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Industrial Production and Capacity Utilization
76.4 77.8 76.8 76.7 76.4 76.4 76.4 Plastics and rubber products 326 3.11...76.4 76.2 75.4 76.4 76.2 75.9 75.6 75.4 75.1 Semiconductors and related
URL: https://www.federalreserve.gov/releases/g17/20121016/table7.htm
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The Fed - Industrial Production and Capacity Utilization - G.17
4.2 -3.2 4.4 2.5 .1 -.3 .7 .7 -.7 Commercial products 3.9 .1 .0 2.4 1.8...1.4 -.9 .7 .4 -.3 -1.1 .0 .4 Materials 1.4 .3 -3.1 -.7 2.4 .1 .0 -.5 -
URL: https://www.federalreserve.gov/releases/G17/Revisions/20180323/table3_rev.htm
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The Fed - F.116.g Life Insurance Companies: General Accounts
16.4 22.4 -12.4 97.7 14.4 3 Life insurance companies, general accounts...0.4 0.2 4.1 4.6 5.3 4.0 2.6 13.9 -9.1 4 Life insurance companies, general
URL: https://www.federalreserve.gov/releases/z1/20200921/html/f116g.htm
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FRB: F.217 Total Mortgages
4.8 19.9 9.3 4.0 13.3 14.4 -28.0 -3.5 -18.5 12 All sectors; total mortgages...4.9 4.9 4.9 4.9 4.9 4.9 4.9 15 Nonfinancial noncorporate business; total
URL: https://www.federalreserve.gov/releases/z1/20160916/accessible/f217.htm
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FRB: Z.1 Release--F.204--Checkable Deposits and Currency--June 8, 2006
4.7 3.9 -6.8 -0.7 2.7 -1.4 -4.8 -22.4 31.2 -9.6 8.6 31 Government-sponsored...4.4 4.4 4.8 5.2 3.3 3.5 34 Security brokers and dealers checkable deposits
URL: https://www.federalreserve.gov/releases/z1/20060608/accessible/f204.htm
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FRB: Z.1 Release--F.111--Foreign Banking Offices in U.S.--March 9, 2006
8.4 3.6 4.5 16.7 10.2 50.9 8.8 19.4 9.3 7.8 4.4 28 Funding corporations...4.3 4.3 4.1 4.5 4.1 4.1 4.0 4.4 4.1 31 Foreign banking offices in the
URL: https://www.federalreserve.gov/releases/z1/20060309/accessible/f111.htm
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FRB: Z.1 Release--L.100--Households and Nonprofit Organizations--September 19, 2006
2420.4 3133.5 3659.2 3758.8 3828.2 4039.4 4167.7 4531.4 4516.8 17 Households...412.4 454.3 412.7 475.4 578.3 569.4 583.2 578.4 567.4 598.6 636.7 18 Households
URL: https://www.federalreserve.gov/releases/z1/20060919/accessible/l100.htm
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FRB: Z.1 Release--L.100--Households and Nonprofit Organizations--December 8, 2005
913.4 857.4 903.5 872.6 872.2 891.4 6 Households and nonprofit organizations...2312.4 2084.6 2014.4 2223.8 2108.4 2160.0 2222.9 2326.9 2279.3 2312.0
URL: https://www.federalreserve.gov/releases/z1/20051208/accessible/l100.htm
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FRB: Z.1 Release--L.100--Households and Nonprofit Organizations--March 12, 2009
236.4 247.6 183.9 87.4 101.3 57.1 42.8 12.1 156.2 4 Households and nonprofit...3417.4 3839.3 4410.1 4594.4 4885.8 4992.2 4873.4 4605.4 4685.1 4111.0
URL: https://www.federalreserve.gov/releases/z1/20090312/accessible/l100.htm
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