The Adaptive dynamics of the Halloween effect : evidence from a 120-Year sample from a small European market
Year of publication: |
2023
|
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Authors: | Lobão, Júlio ; Costa, Ana C. |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 11.2023, 1, Art.-No. 13, p. 1-11
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Subject: | calendar anomalies | adaptive market hypothesis | Halloween effect | market efficiency | Portugal | Effizienzmarkthypothese | Efficient market hypothesis | Kalendereffekt | Calendar effect | Aktienmarkt | Stock market | Schätzung | Estimation | Zeit | Time |
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