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  4. December 2002
  5. The Halloween Indicator, "Sell in May and Go Away": Another Puzzle

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

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

  • Sven Bouman
  • Ben Jacobsen
American Economic Review
vol. 92, no. 5, December 2002
(pp. 1618–1635)
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Citation

Bouman, Sven, and Ben Jacobsen. 2002. "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle ." American Economic Review 92 (5): 1618–1635. DOI: 10.1257/000282802762024683

JEL Classification

  • G12 Asset Pricing; Trading Volume; Bond Interest Rates