The Halloween indicator, "sell in may and go away": Another puzzle

被引:189
作者
Bouman, S
Jacobsen, B
机构
[1] AEGON Asset Management, NL-2501 CX The Hague, Netherlands
[2] Erasmus Univ, Rotterdam Sch Management, Fac Business Adm, Financial Management Dept,RIFM, NL-3000 DR Rotterdam, Netherlands
关键词
D O I
10.1257/000282802762024683
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:1618 / 1635
页数:18
相关论文
共 25 条
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  • [22] 1964, FINANCIAL TIMES 0530, P2
  • [23] 1999, EVENING STAND 0526
  • [24] 1993, ECONOMIST 0529, V327, P26
  • [25] 1977, ECONOMIST 0507, P109