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Is "sell in may and go away" a valid strategy for US equity allocation?

Jones, Charles Parker; Lundstrum, Leonard L. - In: The journal of wealth management 12 (2009/10) 3, pp. 104-112

Persistent link: https://www.econbiz.de/10003911504

Jones, Charles P.; Wilson, Jack W.; Lundstrum, Leonard L. - In: The journal of portfolio management : a publication of … 29 (2002) 1, pp. 40-50

Persistent link: https://www.econbiz.de/10006558016

Stochastic Properties of Time-Averaged Financial Data : Explanation and Empirical Demonstration Using Monthly Stock Prices

Wilson, Jack W. - 2002

This article considers the potential statistical problems resulting from the use of averaged rather than end-of-period data in financial research. Averaged data are widely employed throughout the literature without explicit recognition that the use of such data results in biased estimates of the...

Persistent link: https://www.econbiz.de/10012787227

Stochastic Properties of Time-Averaged Financial Data: Explanation and Empirical Demonstration Using Monthly Stock Prices

Wilson, Jack W.; Jones, Charles P.; Lundstrum, Leonard L. - In: The financial review : the official publication of the … 36 (2001) 3, pp. 175

Persistent link: https://www.econbiz.de/10005946883

Is "sell in may and go away" a valid strategy for US equity allocation?

Jones, Charles P.; Lundstrum, Leonard L. - In: The journal of wealth management 12 (2009/10) 3, pp. 104-112

Persistent link: https://www.econbiz.de/10009886610