Browsing Economic and Management Sciences by Subject "Halloween effect"

Browsing Economic and Management Sciences by Subject "Halloween effect"

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  • Halloween effect in developed stock markets : a historical perspective 
    Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2020-05)
    In this paper, we conduct a comprehensive investigation of the Halloween effect evolution in the US stock market over its entire history as well as in the other developed markets (UK, French, Canadian, German and Japanese). ...