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Keywords: Market anomalies
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2024) 50 (7): 1270–1290.
Published: 02 February 2024
... 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 Our review shows that although the Sell in May effect may be slightly weakening, the effect...
Journal Articles
Journal:
Managerial Finance
Managerial Finance (2016) 42 (8): 817–829.
Published: 08 August 2016
... for nearly 90 years in the USA. Market anomalies Santa Claus Rally Size effect Consistent with finance theory, returns for portfolios of smallest and small firms are higher than largest and large firms. The ADR for the smallest portfolio is 6.63 basis points (bps) vs 3.98 bps for the largest...
Journal Articles
Journal:
Managerial Finance
Managerial Finance (2012) 38 (7): 653–659.
Published: 08 June 2012
... , pp. 387 ‐ 404 . Dimson , E. and Marsh , P. (1999), “ Murphy's law and market anomalies ”, Journal of Portfolio Management , Vol. 25 No. 2 , pp. 53 ‐ 69 . Fama , E.F. and French , K.R. (1992), “ The cross‐section of expected stock returns ”, The Journal...
