... 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...

...Ivelina Pavlova; Jeff Whitworth; Maria E. de Boyrie Purpose This study explores the “Sell-in-May” effect in environmental, social and governance (ESG) indices and compares the seasonal effects in ESG equity indices with conventional equity indices. Design/methodology/approach The authors use...

... a simple strategy of buying and holding stock all year long. Design/methodology/approach The authors compare the seasonal performance of three US size-based portfolios for the May–October and November–April periods considering whether or not they were in years with US congressional elections, which...

..., before and after the upgrade of the market (May 2001). Stock exchanges Greece Seasonality Politics The relationship between politics and finance has been well documented in several papers (Block, 1977 ; Hibbs, 1977 ; Alesina et al., 1997 ; McGillivray, 2000). Empirical studies...

.../ASE‐20 index and FTSE/ASE Mid 40 index. Stock exchanges Greece Seasonality Calendar effects in stock market returns have been of great importance to financial economists and practitioners for many years. The most important calendar effects are the monthly effect and the trading month...

...Steven J. Cochran; Iqbal Mansur This study examines the durations of US stock market cycle expansions and contractions for the presence of seasonality. Specifically, it is determined whether the distributional characteristics (i.e., location and dispersion) of the durations of market expansions...

.... Describes the environment of each, and computes monthly stock returns, testing them for seasonality. Finds evidence of the January effect only in Ghana, and there it is small. Notes that this may be the result of spillover from London. Developing countries Efficiency Ghana Nigeria Seasonality Stock...

...Roger Ignatius Investigates whether the Bombay Stock Exchange behaves like an efficient market, or whether it displays a typical seasonal pattern. Takes mean daily returns between 1979 and 1990 to discover by regression that there is a December effect. Considers whether this is because of holidays...