Analysis of sell-in-May-and-go-away strategy on the markets of 122 equity indices and 39 commodities
Year of publication: |
December 2015
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Authors: | Borowski, Krzysztof |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 12, p. 119-129
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Subject: | market efficiency | calendar anomalies | sell-in-May-and-go-away effect | Halloween effect | Effizienzmarkthypothese | Efficient market hypothesis | Kalendereffekt | Calendar effect | Welt | World | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Aktienmarkt | Stock market |
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