Sven Bouman

Saemor Capital

Managing Director

Prinses Margrietplantsoen 44

The Hague, 2595 BR

Netherlands

http://www.saemor.com

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 3,324

SSRN RANKINGS

Top 3,324

in Total Papers Downloads

9,533

CITATIONS
Rank 9,640

SSRN RANKINGS

Top 9,640

in Total Papers Citations

45

Scholarly Papers (1)

The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle

Number of pages: 34 Posted: 15 Apr 1998 Last Revised: 31 Oct 2009
Ben Jacobsen and Sven Bouman
Tilburg University - TIAS School for Business and Society and Saemor Capital
Downloads 9,533 (353)
Citation 45

Abstract:

Stock returns, Sell in May, Return predictability, Halloween indicator

The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle

American Economic Review, Vol. 92, No. 5, pp. 1618-1635, December 2002
Posted: 28 Mar 2002 Last Revised: 30 Oct 2009
Ben Jacobsen and Sven Bouman
Tilburg University - TIAS School for Business and Society and Saemor Capital

Abstract:

Stock returns, Sell in May, Return predictability, Halloween indicator