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Outliers and the Halloween Effect: Comment on Maberly and Pierce
2 references·0 citing·11 second hopsampled
Outliers and the Halloween Effect: Comment on Maberly and Pierce (2010)Outliers and the Halloween Effect: Commen…Halloween or January? Yet another puzzle (2007)Halloween or January? Yet ano…Stock Market Efficiency Withstands another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle (2004)Stock Market Efficiency Withs…Some anomalous evidence regarding market efficiency (1978)Efficient Capital Markets: II (1991)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)The Halloween effect: Trick or treat? (2010)Sell in May and Go Away: Still Good Advice for Investors? (2014)The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time (2020)Capital market seasonality: The case of stock returns (1976)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Size-related anomalies and stock return seasonality (1983)An anatomy of calendar effects (2012)Do socially (ir)responsible investments pay? New evidence from international ESG data (2015)
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  • 2007Halloween or January? Yet another puzzle75 cited
  • 2004Stock Market Efficiency Withstands another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle60 cited

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