Sven Bouman

Saemor Capital

Managing Director

Prinses Margrietplantsoen 44

The Hague, 2595 BR

Netherlands

http://www.saemor.com

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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
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Citation 31

Abstract:

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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:

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