The Halloween effect in European sectors
We present economically and statistically empirical evidence that the Halloween effect is significant. A trading strategy based on this anomaly works persistently and outperforms the buy and hold strategy in 8 out of 10 indices in our sample. We present evidence that the Halloween strategy works two...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2016
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10071/12174 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/12174 |