A Detailed Look at the "Night Effect" with Bruce Lavine
Excess Returns
00:00
Factor Investing in China
I wanted to ask you, whenever we look at a factor, we always like to go back to the complete guide to factor investing by Andy Birkin and Larry Swedrow. And they have sort of a list of criteria that they use to evaluate any factor. The first one is persistence. Does the factor historically deliver reasonably reliable returns? So, how would you look at this factor through that lens? Yeah, so we saw the persistence, again, across many sub-asset classes in the equity world.
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