The halloween effect in european equity mutual funds
Bouman and Jacobsen (2002) documented the existence of a calendar anomaly in stock market returns, which they call the Halloween effect, based on the fact that the returns during the months of May to October tend to be lower than returns during the months of November to April. Following closely the...
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| Outros Autores: | , |
| Formato: | other |
| Idioma: | eng |
| Publicado em: |
2018
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| Assuntos: | |
| Texto completo: | https://ciencia.iscte-iul.pt/id/ci-pub-42166 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/15697 |