Show simple item record

dc.contributor.advisorHilliard, Jitka
dc.contributor.authorZhao, Ruwei
dc.date.accessioned2013-11-08T20:44:30Z
dc.date.available2013-11-08T20:44:30Z
dc.date.issued2013-11-08
dc.identifier.urihttp://hdl.handle.net/10415/3898
dc.description.abstractThis thesis represents a comprehensive study of the Sell in May Effect. I follow the work of Bouman and Jacobsen (2002) and Andrade et al. (2013) on a large sample of countries consisting of 24 developed, 21 emerging and 25 frontier markets. I find evidence of the Sell in May Effect in developed, emerging as well as frontier markets. The strongest Sell in May Effect is found in emerging markets, representing 11.07% higher returns during the November-to-April compared to May-to-October time periods.en_US
dc.rightsEMBARGO_NOT_AUBURNen_US
dc.subjectFinanceen_US
dc.titleSell in May and Go Away Effect: Evidence from Developed, Emerging, and Frontier Marketsen_US
dc.typethesisen_US
dc.embargo.lengthNO_RESTRICTIONen_US
dc.embargo.statusNOT_EMBARGOEDen_US


Files in this item

Show simple item record