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Seasonal, size and value anomalies
Jacobsen, Ben; Mamun, Abdullah al; Visaltanachoti, Nuttawat - 2005
Persistent link: https://www.econbiz.de/10003332070
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The Halloween effect in US sectors
Jacobsen, Ben; Visaltanachoti, Nuttawat - In: The financial review : the official publication of the … 44 (2009) 3, pp. 437-459
Persistent link: https://www.econbiz.de/10003879761
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The daylight saving time anomaly in stock returns : fact or fiction?
Gregory-Allen, Russell B.; Jacobsen, Ben; Marquering, … - In: The journal of financial research 33 (2010) 4, pp. 403-427
Persistent link: https://www.econbiz.de/10008986714
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The Halloween indicator, "sell in May and go away" : another puzzle
Bouman, Sven; Jacobsen, Ben - In: The American economic review 92 (2002) 5, pp. 1618-1635
Persistent link: https://www.econbiz.de/10001731338
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The Halloween indicator, “Sell in May and Go Away” : everywhere and all the time
Zhang, Cherry Yi; Jacobsen, Ben - In: Journal of international money and finance 110 (2021), pp. 1-49
Persistent link: https://www.econbiz.de/10012794950