haku: @journal_id 7 / yhteensä: 1856
viite: 68 / 1856
| Tekijä: | Bouman, S. Jacobsen, B. |
| Otsikko: | The Halloween indicator, "Sell in May and go away": another puzzle |
| Lehti: | American Economic Review
2002 : DEC, VOL. 92:5, p. 1618-1635 |
| Asiasana: | STOCK EXCHANGES STOCK RETURNS TIME |
| Kieli: | eng |
| Tiivistelmä: | This paper examines whether stock returns are indeed significantly lower during the May-October period than during the remainder of the year. While the authors report results for the month October, results are similar when they use September instead. Surprisingly, they find the Sell in May effect is presente in 36 of the 37 countries in their sample. |
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