Essays about: "Halloween effect"

Found 2 essays containing the words Halloween effect.

1. 1. The Halloween Effect : A trick or treat in the Swedish stock market?

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Oliver Benjaminsson; Pontus Reinhold; [2020]
   Keywords : The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

   Abstract : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. READ MORE

3. 2. Identification of the Halloween Effect in Swedish Sectors

   University essay from Företagsekonomi

   Author : Oskar Lind; Md Rayhan Uddin; [2013]
   Keywords : Halloween effect; Sell in May effect; Sell in May and Go Away;

   Abstract : Our thesis researches the Halloween effects in the Swedish stock market from a sector perspective. The notion Halloween effect refers to higher returns during the period November until April than the period May until October. The anomaly has been confirmed by previous researchers in Sweden among other countries. READ MORE