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The Optimism Cycle: Sell in May

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  • Ronald Doeswijk

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    File URL: http://hdl.handle.net/10.1007/s10645-008-9088-z
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    Bibliographic Info

    Article provided by Springer in its journal De Economist.

    Volume (Year): 156 (2008)
    Issue (Month): 2 (June)
    Pages: 175-200

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    Handle: RePEc:kap:decono:v:156:y:2008:i:2:p:175-200

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    Web page: http://www.springerlink.com/link.asp?id=100260

    Related research

    Keywords: Earnings revisions; Optimism cycle; Psychology; Seasonality; Sell in May; G12; G14; G15;

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. David Hirshleifer & Tyler Shumway, 2003. "Good Day Sunshine: Stock Returns and the Weather," Journal of Finance, American Finance Association, vol. 58(3), pages 1009-1032, 06.
    2. Cao, Melanie & Wei, Jason, 2005. "Stock market returns: A note on temperature anomaly," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1559-1573, June.
    3. Simon Gervais & Terrance Odean, . "Learning To Be Overconfident," Rodney L. White Center for Financial Research Working Papers 05-97, Wharton School Rodney L. White Center for Financial Research.
    4. William Goetzmann & Ning Zhu, 2002. "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers ysm296, Yale School of Management, revised 01 Sep 2009.
    5. Daniel Kahneman & Dan Lovallo, 1993. "Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking," Management Science, INFORMS, vol. 39(1), pages 17-31, January.
    6. Masako N. Darrough, 2002. "A Positive Model of Earnings Forecasts: Top Down versus Bottom Up," The Journal of Business, University of Chicago Press, vol. 75(1), pages 127-152, January.
    7. Kent Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 1998. "Investor Psychology and Security Market Under- and Overreactions," Journal of Finance, American Finance Association, vol. 53(6), pages 1839-1885, December.
    8. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," Working Paper 2004-8, Federal Reserve Bank of Atlanta.
    9. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
    10. Saunders, Edward M, Jr, 1993. "Stock Prices and Wall Street Weather," American Economic Review, American Economic Association, vol. 83(5), pages 1337-45, December.
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    Cited by:
    1. K. Stephen Haggard & H. Douglas Witte, 2012. "Subperiod robustness checks: testing for effect mean stationarity," Managerial Finance, Emerald Group Publishing, vol. 38(3), pages 530-542, May.
    2. Jacobsen, Ben & Marquering, Wessel, 2009. "Is it the weather? Response," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 583-587, March.

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