Purpose: The purpose of this paper is to provide a plausible explanation for the “sell in May” anomaly observed in US stock markets. A heretofore unexplained strategy of selling stock in May and not returning to the market until November has been shown to outperform a simple strategy of...

Purpose – The purpose of this paper is to develop an algorithm to harvest user specified information on finance portals and compile it into machine‐readable datasets for quantitative analysis. Design/methodology/approach – The Visual Basic macro language in Microsoft Excel is applied to...

Purpose – The purpose of this paper is to develop an algorithm to harvest user specified information on finance portals and compile it into machine-readable datasets for quantitative analysis. Design/methodology/approach – The Visual Basic macro language in Microsoft Excel is applied to...