Yilanci, Veli - In: Research Journal of Politics, Economics and Management 1 (2013) 1, pp. 21-30
In this study, we analyze the validity of Halloween effect in Istanbul Stock Exchange (ISE) between January 1990 - December 2010 which implies stock returns are lower during the May-October period versus the November-April period. As well as the Least Squares Method, we use Huber’s M-estimator...
