摘要 : Research documents higher stock returns in November through April than for the rest of the year. This anomaly is known as the "Halloween effect" and results in the following trading rule: sell stocks in early May, invest in T-bill... 展开
作者 | K. Stephen Haggard H. Douglas Witte |
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作者单位 | |
期刊名称 | 《International Review of Financial Analysis》 |
页码/总页数 | p.379-387 / 9 |
语种 | 英语 |
关键词 | anomalies market efficiency calendar |
DOI | 10.1016/j.irfa.2010.10.001 |
馆藏号 | F-198 |