Download This PaperThe Santa Claus Rally
5 Pages Posted: 22 Feb 2022
Date Written: December 22, 2021
Abstract
A very short note examining the existence of the Santa Claus Rally effect across a number of equity markets. The effect appears surprisingly strong and robust across equity markets.
Suggested Citation: Suggested Citation
Kjaer, Christian, The Santa Claus Rally (December 22, 2021). Available at SSRN: https://ssrn.com/abstract=3991532 or http://dx.doi.org/10.2139/ssrn.3991532
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