Sell in May and go away : adage or self-fulfilling prophecy ?

The purpose of this paper is to explore the “Sell in May” effect, which is related to the fact that financial markets seem to provide positively significant returns from November to April and not significant or negatively significant returns from May until October. The Sell in May effect is present...

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Bibliographic Details
Main Author: Santos, António Maria Barahona da Silva Martins dos (author)
Format: masterThesis
Language:eng
Published: 2014
Subjects:
Stock markets
Halloween effect
Sell in May
Anomaly
Market efficiency
Sectors
Price-earnings
Dividend yield
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10400.14/13831
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/13831

Internet

http://hdl.handle.net/10400.14/13831

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