... 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 The possibility of exploiting potential market predictabilities continues to make financial...

... Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only The Halloween effect – one of the “calendar anomalies” first noted by Wachtel (1942) – refers to the finding by some researchers that market returns are lower from May through October but higher from November through...

...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...

... be contacted at: dwaggle@uwf.edu 07 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...