The Halloween Indicator, "Sell in May and Go Away": Another Puzzle

S Bouman; B (Ben) Jacobsen

doi:10.1257/000282802762024683

The Halloween Indicator, "Sell in May and Go Away": Another Puzzle

S Bouman, B (Ben) Jacobsen

Department of Finance

Research output: Contribution to journal › Article › Academic › peer-review

214 Citations (Scopus)

Abstract

We document the existence of a strong seasonal effect in stock returns based on

Original language	Undefined/Unknown
Pages (from-to)	1618-1635
Number of pages	18
Journal	The American Economic Review
Volume	92
Issue number	5
DOIs	https://doi.org/10.1257/000282802762024683
Publication status	Published - 2002

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10.1257/000282802762024683

http://hdl.handle.net/1765/53883

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The Halloween Indicator, "Sell in May and Go Away": Another Puzzle

Abstract

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