The Returns of US Capital Market in the First Days of Purchase Transactions Associated to the Halloween Strategies

The acquisitions of stocks implied by the Halloween Strategy could cause abnormal high returns in the first part of November.This paper approaches the behavior of the returns from United States capital markets in two time intervals: the first one from 1 st to 9 th November and second one from 4 th to 8 th November.Our investigation uses four maor indexes and it covers three periods: January

Authors

Publication Details

Journal
Annals of Dunarea de Jos University of Galati Fascicle I Economics and Applied Informatics
Published
2025-09-30
DOI
https://doi.org/10.35219/eai15840409536
Primary Topic
Financial Markets and Investment Strategies
Type
article
Field-Weighted Citation Impact
0.00
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article

The Returns of US Capital Market in the First Days of Purchase Transactions Associated to the Halloween Strategies

Răzvan Ştefanescu, Ramona Dumitriu
Annals of Dunarea de Jos University of Galati Fascicle I Economics and Applied Informatics
Financial Markets and Investment Strategies
article

The Returns of US Capital Market in the First Days of Purchase Transactions Associated to the Halloween Strategies

Răzvan Ştefanescu, Ramona Dumitriu
article en

Abstract

The acquisitions of stocks implied by the Halloween Strategy could cause abnormal high returns in the first part of November.This paper approaches the behavior of the returns from United States capital markets in two time intervals: the first one from 1 st to 9 th November and second one from 4 th to 8 th November.Our investigation uses four maor indexes and it covers three periods: January

Annals of Dunarea de Jos University of Galati Fascicle I Economics and Applied InformaticsVol. 31(2)
Openalex Percentile: Top 56%
Financial Markets and Investment Strategies
DOIOpen Access PDFOpenAlex
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The Returns of US Capital Market in the First Days of Purchase Transactions Associated to the Halloween Strategies — Răzvan Ştefanescu, Ramona Dumitriu · Annals of Dunarea de Jos University of Galati Fascicle I Economics and Applied Informatics (2025) | TGRS Research Map | TGRS