Momentum and the Halloween Indicator : evidence of a new seasonal pattern in momentum returns
Year of publication: |
2019
|
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Authors: | Bhootra, Ajay |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 26-31
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Subject: | Halloween Indicator | Momentum | Stock Return Seasonality | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Zeit | Time |
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