Re: Halloween effect in the stockmarket
that looks pretty crazy. do you plan on executing this strategy?
personallly i don't want to follow something i don't understand and are no logical explanations for other than historically powerful studies. even though this looks robust over timer i'd still not want to (even if i could taxwise) sell in may and buy in october...
this study reminds me of "the january effect" and numerous other biases that exist when you spend a ton of time looking for them...
Barron
|