The Halloween effect predicts that stock markets in the winter months (November through April) generate significantly … Halloween effect within a new historical dataset that covers about 120 years of Portuguese stock market history. We combine … be a mere reflection of the excess return generated in January. Overall, the time-varying performance of the Halloween …

December 2013, followed by an examination of the January effect, Halloween effect, and the October effect, testing for … for investors. Investors with globally diversified portfolios benefit from the Halloween effect, with a 1.2% average … expected in the later period. There is no consistent and clear impact on continental incidence. The Halloween effect is …

December 2013, followed by an examination of the January effect, Halloween effect, and the October effect, testing for … for investors. Investors with globally diversified portfolios benefit from the Halloween effect, with a 1.2% average … expected in the later period. There is no consistent and clear impact on continental incidence. The Halloween effect is …

The Halloween effect is one of the most famous calendar anomalies. It is based on the observation that stock returns …-October). The vast majority of studies that investigated the Halloween effect over the recent decades focused only on stock indices …. This means that they evaluated whether a stock index follows the Halloween effect pattern, but they omitted digging a …

The Halloween effect is one of the most famous calendar anomalies. It is based on the observation that stock returns …-October). The vast majority of studies that investigated the Halloween effect over the recent decades focused only on stock indices …. This means that they evaluated whether a stock index follows the Halloween effect pattern, but they omitted digging a …