Since 2014
Sell in May and Go Away Exposed!
Research in Economics and Management
View Archive Info| Field | Value | |
| Title |
Sell in May and Go Away Exposed!
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| Creator |
Kochman, Dr. Ladd
Bray, Dr. David |
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| Description |
Despite continuing success for the sell-in-May effect, returns from the January-February segment of the six-month period proved surprisingly flat. Between 1995 and 2015, March-April and November-December had mean returns of 5.11 percent and 3.33 percent, respectively, while January-February averaged -0.04 percent. Nonetheless, the annualized return for November-April was nearly six times greater than that for May-October.
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| Publisher |
SCHOLINK INC.
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| Contributor |
—
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| Date |
2017-09-30
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://www.scholink.org/ojs/index.php/rem/article/view/1097
10.22158/rem.v2n5p172 |
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| Source |
Research in Economics and Management; Vol 2, No 5 (2017); p172
2470-4393 2470-4407 |
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| Language |
eng
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| Relation |
http://www.scholink.org/ojs/index.php/rem/article/view/1097/1245
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| Rights |
Copyright (c) 2017 Dr. Ladd Kochman, Dr. David Bray
http://creativecommons.org/licenses/by/4.0 |
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