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Halloween Effect in developed stock markets: A historical perspective
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Halloween Effect in developed stock markets: A historical perspective (2019)Halloween Effect in developed stock marke…Sell in May and Go Away: Still Good Advice for Investors? (2014)Sell in May and Go Away: Stil…Are stock markets really so inefficient? The case of the “Halloween Indicator” (2013)Are stock markets really so i…The Halloween effect: Trick or treat? (2010)The Halloween effect: Trick o…The Halloween Effect in U.S. Sectors (2009)The Halloween Effect in U.S. …Sentiment and stock returns: The SAD anomaly revisited (2009)Sentiment and stock returns: …Is it the weather? (2007)Is it the weather?Halloween or January? Yet another puzzle (2007)Halloween or January? Yet ano…Stock market returns: A note on temperature anomaly (2004)Stock market returns: A note …Stock Market Efficiency Withstands another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle (2004)Stock Market Efficiency Withs…Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…Chapter 15 Anomalies and market efficiency (2003)Chapter 15 Anomalies and mark…The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The Halloween Indicator, “Sel…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)The Econometrics of Event Studies (2004)Striking oil: Another puzzle? (2008)Aggregate Short Interest and Return Predictability (2014)Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Feelings as information: informational and motivational functions of affective states (1989)Risk as feelings. (2001)Sports Sentiment and Stock Returns (2007)Climate Change, Firm Performance, and Investor Surprises (2023)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)An anatomy of calendar effects (2012)Handbook of the Economics of Finance (2013)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Good Day Sunshine: Stock Returns and the Weather (2003)Investor sentiment and the price of oil (2017)Does climate policy uncertainty affect Chinese stock market volatility? (2022)The Structure of Scientific Revolutions (1963)The Structure of Scientific Revolutions. (1964)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Introductory Econometrics for Finance (2008)Economic Forces and the Stock Market (1986)Measuring and Testing the Impact of News on Volatility (1993)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Attention to Global Warming (2019)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Time-Varying World Market Integration (1995)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)The financial economics of gold — A survey (2015)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1978Some anomalous evidence regarding market efficiency1,555 cited
  • 2003Winter Blues: A SAD Stock Market Cycle1,105 cited
  • 2004Stock market returns: A note on temperature anomaly541 cited
  • 2003Chapter 15 Anomalies and market efficiency503 cited
  • 2002The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle419 cited
  • 2007Is it the weather?175 cited
  • 2009The Halloween Effect in U.S. Sectors95 cited
  • 2009Sentiment and stock returns: The SAD anomaly revisited80 cited
  • 2007Halloween or January? Yet another puzzle75 cited
  • 2010The Halloween effect: Trick or treat?60 cited
  • 2004Stock Market Efficiency Withstands another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle60 cited
  • 2013Are stock markets really so inefficient? The case of the “Halloween Indicator”38 cited
  • 2014Sell in May and Go Away: Still Good Advice for Investors?

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