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- Title
Stock Market Efficiency Withstands another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle.
- Authors
MABERLY, EDWIN D.; PIERCE, RAYLENE M.
- Abstract
The authors offer their analysis of the article "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle," by Swen Bouman and Ben Jacobsen, in the 2002 issue of "American Economic Review." The theories and tests on the Halloween effect from January 1970 to August 1998 by Bouman and Jacobsen are presented. The authors reexamine the results given and opine that the Halloween effect is not an exploitable anomaly.
- Subjects
UNITED States; BOUMAN, Swen; JACOBSEN, Ben; UNITED States economy, 2001-2009; HALLOWEEN
- Publication
Econ Journal Watch, 2004, Vol 1, Issue 1, p29
- ISSN
1933-527X
- Publication type
Opinion