The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time

Keyphrases

• Excess Returns 50%
• Halloween Indicator 100%
• Historical Data 50%
• Mauritius 50%
• Negative Risk 50%
• New Upper Bound 50%
• Positive Risk 50%
• Risk Premium 50%
• Risk-return Relation 100%
• Sell in May 100%
• Skeptics 50%
• Stock Market Index 50%
• Upper Bound Estimate 50%

Economics, Econometrics and Finance

• Risk Premium 50%
• Risk-Return Tradeoff 100%
• Stock Index 50%