The Halloween effect on the agricultural commodities markets
The financial markets are impacted by various seasonal anomalies. One of the best known of them is the Halloween effect. The Halloween effect means that the summer period (May-October) asset returns are lower compared to the winter period (November-April) asset returns. In the paper, price series of...
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| Format: | Article |
| Language: | English |
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Czech Academy of Agricultural Sciences
2017-10-01
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| Series: | Agricultural Economics (AGRICECON) |
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| Online Access: | https://agricecon.agriculturejournals.cz/artkey/age-201710-0001_the-halloween-effect-on-the-agricultural-commodities-markets.php |