The Halloween Effect on Energy Markets: An Empirical Study
<p>Seasonal anomalies play an important role in the global economic system. One of the most frequently empirically observed anomalies is the Halloween effect. Halloween effect describes the anomaly in the financial markets, which is that the returns of different assets in the summer period gen...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2018-03-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/6092 |