Sell in May and go away: still good advice for investors?

H Dichtl, W Drobetz - International Review of Financial Analysis, 2015 - Elsevier
This study examines whether the “Sell in May and Go Away”(or Halloween) trading strategy
still offers an opportunity to earn abnormal returns. In contrast to prior studies, we consider …

Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?

H Dichtl - Review of Financial Economics, 2020 - Wiley Online Library
Determining whether investment strategies exist that provide higher (risk‐adjusted) returns
than buying and holding the S&P 500 stock market index is not only highly relevant for …

The Sell-in-May effect in ESG indices

I Pavlova, J Whitworth, ME de Boyrie - Managerial Finance, 2022 - emerald.com
Purpose This study explores the “Sell-in-May” effect in environmental, social and
governance (ESG) indices and compares the seasonal effects in ESG equity indices with …

Is the “sell in May and go away” adage the result of an election-year effect?

D Waggle, P Agrrawal - Managerial Finance, 2018 - emerald.com
Purpose The purpose of this paper is to provide a plausible explanation for the “sell in May”
anomaly observed in US stock markets. A heretofore unexplained strategy of selling stock in …

[HTML][HTML] The “day-of-the-week” effects in the exchange rate of Latin American currencies

RJ Santillán Salgado, A Fonseca Ramírez… - Revista mexicana de …, 2019 - scielo.org.mx
This paper examines the “day-of-the-week” anomaly in the foreign exchange market of six
major Latin American countries' currencies:(Argentina, Brazil, Chile, Colombia, Mexico, and …

Searching for Market-Outperforming ESG-Equity Mutual Funds

W Li, A Loviscek - The Journal of Wealth Management, 2023 - pm-research.com
Interest in ESG-fund investing has been rising robustly in the 21st century. Collective
performance, however, has mostly trailed that of broad market indexes, with records of …

How much to invest, if any, in precious metals? A 21st-century perspective

A Loviscek - The Journal of Investing, 2021 - joi.pm-research.com
Studies that support an investment in precious metals, whether as a defense against severe
financial market downturns, as a hedge against inflation, or for price appreciation potential …

Should investors be fearful of the Halloween effect?

P Fuller, G Yu, D Boudreaux - Fuller, Phillip, Geungu Yu and Denis …, 2017 - papers.ssrn.com
This study is to determine if a reported seasonal anomaly referred to as the Halloween Effect
provides a profit making opportunity for investors. The Halloween Effect hypothesis …

A Portfolio Perspective on Fortune Magazine's “World's Most Admired” Companies

A Loviscek, M Schild, P Steffens - Journal of Accounting and …, 2019 - articlearchives.co
Abstract We examine Fortune Magazine's “World's Most Admired Companies” for
information content among the highest-ranked 50 companies from 2006 through 2018. We …

[PDF][PDF] Sell in May and Go Away Exposed!

L Kochman, D Bray - Sell, 2017 - core.ac.uk
Despite continuing success for the sell-in-May effect, returns from the January-February
segment of the six-month period proved surprisingly flat. Between 1995 and 2015, March …