Sell in May and Go Away Revisited

Ladd Kochman, Ravij Badarinathi and David Bray

The American Economist, 2014, vol. 59, issue 1, 90-91

Abstract: Market returns were collected for the eight-year period November 2004 through October 2012 and divided into six-month periods November through April and May through October. Annualized returns for the two sets of eight six-month holding periods differed sharply from one another as well as from the combined mark of 4.46 percent. An annualized return of 10.08 percent for the November-April period reversed the 1.18-percent loss from the May-October span and provided more evidence that investors would be wise to Sell in May and go away.

Keywords: Sell-in-May; seasonal effect; market efficiency (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:sae:amerec:v:59:y:2014:i:1:p:90-91

DOI: 10.1177/056943451405900108

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