Most recent articles by Diana R. Baechle, PhD
Factor Reversal Halts, but Volatility Remains Elevated
While last week’s sharp reversal of factor returns has halted, higher levels of factor volatility persist.
Momentum nosedives
Is Momentum’s sharp reversal an indication of changes in investor sentiment and a turning point for markets?
Who Wins and Who Loses, if Gold Keeps Rising?
If gold continues to rise, as equities fall in a “risk-off” environment, who are the likely winners and losers?
Volatility soars as stocks tank
Friday’s slide in stocks dragged most indices even further down into negative territory, with major indices on track for finishing 2018 in the red.
China’s Sensitivity to Non-Energy Commodities—a Weakness in the Trade War
If commodities continue to fall, all Chinese sectors (except Telecommunications) would stand to lose in the short run.