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

S Bouman, B (Ben) Jacobsen

Research output: Contribution to journalArticleAcademicpeer-review

201 Citations (Scopus)

Abstract

We document the existence of a strong seasonal effect in stock returns based on
Original languageUndefined/Unknown
Pages (from-to)1618-1635
Number of pages18
JournalThe American Economic Review
Volume92
Issue number5
DOIs
Publication statusPublished - 2002

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