'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets-Reference-Cited by-同舟云学术

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'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Figueiredo de Castro Junior Francisco Henrique,Schabek Tomasz

Publisher

Elsevier BV

Reference30 articles.

1. Consumer Confidence Index, number of IPOs and Baker-Wurgler sentiment Index) and weather factor (sun hours) did not cause disappearing of;behavioral variables

2. Sell in May and Go Away;S C Andrade;Just Won't Go Away. Working Paper,2012

3. Investor Sentiment in the Stock Market;M Baker;Journal of Economic Perspectives,2007

4. Sell in May and go away": Another puzzle;S Bouman;American Economic Review,2002

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Januaries, Mays, and Lunar Cycles: Stock Selection with Seasonal Anomalies;Price-Based Investment Strategies;2018

2. Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies;Journal of Behavioral and Experimental Finance;2016-03

3. Seasonality in Government Bond Returns and Factor Premia;SSRN Electronic Journal;2016

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