Work

Black cats or black swans? Outliers, seasonality in return distribution properties, and the Halloween effect

Year: 2015

Type: article

Source: Managerial Finance

DOI: 10.1108/mf-07-2014-0190

Authors: K. Stephen Haggard, Jeffrey Scott Jones, H Douglas Witte

Institution: Missouri State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1565061209

FWCI: 4.845

Cites: 17

Cited by: 17

Related to: 10