Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?
Author:
Affiliation:
1. Faculty of Business, Hamburg Financial Research Center (HFRC) Hamburg University Hamburg Germany
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1078
Reference84 articles.
1. “Sell in May and Go Away” Just Won’t Go Away
2. Baetje F. &Menkhoff L.(2016).Equity Premium Prediction: Are Economic and Technical Indicators Unstable?Discussion Paper 1552 DIW Berlin.
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4. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
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