The Halloween Indicator, "Sell in May and Go Away": Another Puzzle
- (pp. 1618-1635)
(Complimentary)
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: 10.1257/000282802762024683JEL Classification
- G12 Asset Pricing; Trading Volume; Bond Interest Rates