The Halloween indicator, “Sell in May and Go Away” : everywhere and all the time
Cherry Y. Zhang, Ben Jacobsen
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Cherry Yi ; Jacobsen, Ben |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 110.2021, p. 1-49
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| Subject: | Sell in May | Long time series data | Seasonal anomalies | Halloween indicator | Zeit | Time | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Aktienindex | Stock index | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2020.102268 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794950