Are stock markets really so inefficient? : the case of the “Halloween Indicator”
Year of publication: |
2014
|
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Authors: | Dichtl, Hubert ; Drobetz, Wolfgang |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 2, p. 112-121
|
Subject: | Sell in May | Stock market anomaly | Reality check | Superior Predictive Ability | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Wertpapierhandel | Securities trading | Theorie | Theory | Zeit | Time |
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