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  3. American Economic Review
  4. December 2002
  5. The Halloween Indicator, "Sell in May and Go Away": Another Puzzle

The Halloween Indicator, "Sell in May and Go Away": Another Puzzle

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Citation

Bouman, Sven, and Ben Jacobsen. 2002. "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle ." American Economic Review, 92 (5): 1618-1635. DOI: 10.1257/000282802762024683

JEL Classification

  • G12 Asset Pricing; Trading Volume; Bond Interest Rates