Article ID Journal Published Year Pages File Type
1003079 Research in International Business and Finance 2016 12 Pages PDF
Abstract
We have considered several possible explanations for the anomaly, however, none was able to fully justify the seasonal effect. We suggest that a possible explanation may be related to negative average returns during the May-October period, rather than superior performance during the November-April period.
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Social Sciences and Humanities Business, Management and Accounting Business and International Management
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The Halloween effect in European sectors
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