This website uses cookies.

By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device to enhance site navigation and analyze site performance and traffic. For more information on our use of cookies, please see our Privacy Policy.

  1. Home
  2. Journals
  3. American Economic Review
  4. December 2002
  5. The Halloween Indicator, "Sell in May and Go Away": Another Puzzle

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

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

  • Sven Bouman
  • Ben Jacobsen
American Economic Review
vol. 92, no. 5, December 2002
(pp. 1618–1635)
Download Full Text PDF
(Complimentary)

Citation

Bouman, Sven, and Ben Jacobsen. 2002. "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle ." American Economic Review, 92 (5): 1618–1635. DOI: 10.1257/000282802762024683

JEL Classification

  • G12 Asset Pricing; Trading Volume; Bond Interest Rates