Central and Eastern European Share Markets and the Halloween Effect

Peter Arendas and Bozena Chovancova

Montenegrin Journal of Economics, 2016, vol. 12, issue 2, 61-71

Abstract: The Halloween effect is one of the best known share market calendar anomalies. It is based on the phenomenon when the summer period (May – October) returns tend to be lower compared to the winter period (November – April) returns.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:mje:mjejnl:v:12:y:2016:i:2:p:61-71

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