Sell in May and Go Away

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Sell in May and Go Away

An expression describing the supposed seasonal trend of the stock market in which it rises toward the end of each year and begins to decline the following summer. The existence of this phenomenon is disputed.
References in periodicals archive ?
Carrazedo, Curto, and Oliveria (2016) extended the original Halloween indicator study further to the European sectors and found that the HTS has outperformed the B&HS in 8 out of 10 countries.
In this line of skepticism, Lucey, and Zhao (2008) examined the US stock market for the monthly seasonality using CRSP data and found that the Halloween indicator may not exist, rather it is likely a reflection of the January effect.
The Halloween Indicator, Sell in May and Go Away: Another Puzzle.