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Sell in may and go away : still good advice for investors?

Dichtl, Hubert; Drobetz, Wolfgang - In: International review of financial analysis 38 (2015), pp. 29-43

Persistent link: https://www.econbiz.de/10011337635

Eastern Halloween effect : a stochastic dominance approach

Chui, David; Cheng, Andy Wui Wing; Chow, Sheung Chi; Li, Ya - In: Journal of international financial markets, … 68 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012495884

An analysis of "sell in May and go away" strategy in Latin American stock markets

Almeida, Juliano Ribeiro de; Bergmann, Daniel Reed; … - In: Latin American business review 23 (2022) 3, pp. 199-224

Persistent link: https://www.econbiz.de/10013353188

Bubble-driven business cycles

Larin, Benjamin - 2016 - Very preliminary draft

the model to the post-war US economy and the numerical solution show that the model is able to depict plausible bubble …

Persistent link: https://www.econbiz.de/10011422345

Characteristics of pricing errors in stocks implied by autocovariance and "drag"

Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004

Persistent link: https://www.econbiz.de/10011286529

Asymmetric returns, gradual bubbles and sudden crashes

Huang, Weihong; Zheng, Huanhuan; Chia, Wai-mun - In: The European journal of finance 19 (2013) 5/6, pp. 420-437

Persistent link: https://www.econbiz.de/10010243605

Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask

Geraskin, Petr; Fantazzini, Dean - In: The European journal of finance 19 (2013) 5/6, pp. 366-391

Persistent link: https://www.econbiz.de/10010243608

Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times

Lin, Li; Sornette, Didier - In: The European journal of finance 19 (2013) 5/6, pp. 344-365

Persistent link: https://www.econbiz.de/10010243610

The effect of rating agencies on herd behaviour

Ferri, Giovanni; Morone, Andrea - In: Journal of economic interaction and coordination : JEIC 9 (2014) 1, pp. 107-127

Persistent link: https://www.econbiz.de/10010345593

The effect of rating agencies on herd behaviour

Ferri, Giovanni; Morone, Andrea - 2008

This paper purports to provide some evidence on the effect of rating agencies on herding in financial markets. By means of a laboratory experiment, we investigate the effect and interaction between private and public information. Previous experiments showed that lemmings behaviour can survive in...

Persistent link: https://www.econbiz.de/10011523646