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Market efficiency in the Greek stock exchange: the halloween effect

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University of Peiraeus   

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Spoudai - Journal of Economics and Business   

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Market efficiency in the Greek stock exchange: the halloween effect (EL)
Market efficiency in the Greek stock exchange: the halloween effect (EN)
Συριόπουλος, Κώστας
Γιαννόπουλος, Παναγιώτης
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
2006-04-01
This paper examines the robustness of the Greek Halloween puzzle to alternative model specifications and time periods. The Halloween effect disappears after adjustments for the impact of outliers, and other model specifications. This paper argues against the existence of Sell in May effect in the ASE and its sectors. (EN)
Χρηματιστήριο αξιών (EL)
Ελλάδα (EL)
Τιμές αξιών (EL)
Greece (EN)
Price of securities (EN)
Stock exchange (EN)
Σπουδαί - Journal of Economics and Business
English
University of Piraeus (EN)
1105-8919
2241-424X
SPOUDAI - Journal of Economics and Business; Vol 56, No 2 (2006); 75-88 (EN)
Copyright (c) 2006 SPOUDAI - Journal of Economics and Business (EN)
University of Peiraeus
Spoudai - Journal of Economics and Business
Scientific Papers



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