Sell in May and Go Away

(redirected from Halloween indicator)
Also found in: Wikipedia.

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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
You may also know this pattern as "The Halloween Indicator."
Since in the Western part of the world, the end of October coincides with Halloween, they gave a name of the phenomenon as "Halloween Indicator" or "Halloween Effect."
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.
The Halloween Indicator, "Sell in May and Go Away": Another Puzzle.
"The Halloween Indicator, Sell in May and Go Away: Another Puzzle." American Economic Review, 92(5): 1618-1635.