The Halloween Indicator, "Sell in May and Go Away": Another Puzzle (AER 2002)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Sven Bouman, Ben Jacobsen The Halloween Indicator, "Sell in May and Go Away": Another Puzzle AER 2002 5 1618–1635 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online - Time series - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Edwin Darrrell Maberly Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle EJW 2004 1 29-46 - - 4 - (new methods & data) - - 1 - yes -

References

DOI: 10.1257/000282802762024683 IDEAS: a/aea/aecrev/v92y2002i5p1618-1635.html EconPapers: RePEc:aea:aecrev:v:92:y:2002:i:5:p:1618-1635


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