Halloween Effect in developed stock markets: A historical perspective
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DOI: 10.1016/j.inteco.2019.11.009
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- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
References listed on IDEAS
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Cited by:
- Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022. "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 489-501.
- Rasim Özcan & Asad ul Islam KHAN & Sundas Iftikhar, 2024. "Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 113-132, March.
- Hsu, Chih-Hsiang & Lien, Donald, 2025. "To outperform: Sell-in-May enhanced with bond investments," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Kenourgios, Dimitris & Samios, Yiannis, 2021. "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 534-544.
- Muhammad Sarmad Irtiza & Shahbaz Khan & Nida Baig & Syed Muhammad Ali Tirmizi & Ilyas Ahmad, 2021. "The turn-of-the-month effect in Pakistani stock market," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.
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Keywords
; ; ; ;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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