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'Sell in May and Go Away' Just Won't Go Away · Study

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Article'Sell in May and Go Away' Just Won't Go Away

Sandro Canesso de Andrade2012

OA

Articlegreen2012

'Sell in May and Go Away' Just Won't Go Away

Sandro Canesso de Andrade · Vidhi Chhaochharia · Michael E. Fuerst

83 citations·0/0 files stored·Financial Analysts Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 83 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1991Efficient Capital Markets: II 1978Some anomalous evidence regarding market efficiency 2003Winter Blues: A SAD Stock Market Cycle 2003Delta-Hedged Gains and the Negative Market Volatility Risk Premium 2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 2002The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle 2002Some Anomalous Evidence Regarding Market Efficiency

Cited by

2014Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning 2013Are stock markets really so inefficient? The case of the “Halloween Indicator”2014Sell in May and Go Away: Still Good Advice for Investors?

Details

Year2012

Typearticle

Published2012-01-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations83

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.2115197

openalex_workW1893200693

Links

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