... be contacted at: eoldford@mun.ca 17 02 2023 04 09 2023 09 12 2023 09 01 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Sell in May effect Halloween effect Market anomalies Seasonality Stock returns...

.... Seasonality ESG Sell-in-May Halloween effect Bootstrap simulation As Jacobsen and Visaltanachoti (2009) point out, all explanations for the Halloween puzzle are market-wide behavioral explanations, since that anomaly is found to be market-wide by Jacobsen et al. (2005) . From a different...

...Gylfi Magnusson Purpose The subject of this paper is seasonal variation in the return on stocks. The phenomenon we analyze here is known as the “Halloween effect” or the trading strategy “sell in May and go away.” The authors test the hypothesis that stock markets tend to return considerably less...

... effect, the month of the year effect and the holiday effect. However, anomalies including the Halloween effect and the trading month effect are found to be insignificant across both pre- and post-financial crisis periods. Originality/value The study is first of its kind that analyzes different...

... 12 2017 23 04 2018 02 05 2018 04 05 2018 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Market efficiency Seasonality Anomalies Elections Halloween effect Sell in May This paper provides a new hypothesis to explain...