Can the Sell in May effect be enhanced by a size tilt?
Kobana Abukari, Erin Oldford and Vijay Jog
| Year of publication: |
2024
|
|---|---|
| Authors: | Abukari, Kobana ; Oldford, Erin ; Jog, Vijay M. |
| Subject: | Halloween effect | Market anomalies | Seasonality | Sell in May effect | Stock returns | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeit | Time | Anlageverhalten | Behavioural finance | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-02-2023-0111 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049378