Halloween Effect During the Mid-Term Election Year
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No Matter the Winning Presidential Candidate, Buying at Halloween and Selling in Mayy Has Been Attractive for Equities in Pre-Election Years, with the Opposite for Treasuries
Kam Fong Chan; Terry A. Marsh
Research Network (United States)
University of Western Australia- Financial Research Network (FIRN)
- The University of Western Australia
- Quantal International Inc
https://papers.ssrn.com/sol3/papers2.cfm?abstract_id=2903067
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