Stock Market Halloween Timing: Will It Be A Trick Or A Treat?

October 31, 2014

There is a saying about the stock market to ‘Sell in May and Go Away’ which I believe was first documented in a 2002 academic paper by Sven Bouman and Ben Jacobson. They analyzed 37 countries going back to the 17th century and found that this occurred in 36 of them. Besides potentially using this for investing purposes it would seem to refute the efficient market thesis if it is accurate.

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