The halloween indicator, "sell in May and go away": Another puzzle

American Economic Review

Volumn 92, Issue 5, 2002, Pages 1618-1635

  Bouman, Sven ^a   Jacobsen, Ben ^b  

^a Aegon   (Netherlands)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

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EID: 0039490095     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/000282802762024683     Document Type: Article

References (25)