An Explanation for the Halloween Effect (Sell in May, and go away)
Author:
Publisher
Elsevier BV
Reference56 articles.
1. Sell in May and go away" just won't go away;S C Andrade;Financial Analysts Journal,2013
2. High Stock Returns before Holidays: Existence and Evidence on Possible Causes;R A Ariel;The Journal of Finance,1990
3. The Christmas effect-Special dividend announcements;H Beladi;International Review of Financial Analysis,2016
4. Cultural New Year Holidays and Stock Returns around the World;K Bergsma;Financial Management,2015
5. Post-Earnings-Announcement drift: Delayed price response or risk premium;V L Bernard;Journal of Accounting Research,1989
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