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Sell in May and Go Away Revisited

Author

Listed:
  • Ladd Kochman
  • Ravij Badarinathi
  • David Bray

Abstract

Market returns were collected for the eight-year period November 2004 through October 2012 and divided into six-month periods November through April and May through October. Annualized returns for the two sets of eight six-month holding periods differed sharply from one another as well as from the combined mark of 4.46 percent. An annualized return of 10.08 percent for the November-April period reversed the 1.18-percent loss from the May-October span and provided more evidence that investors would be wise to Sell in May and go away.

Suggested Citation

  • Ladd Kochman & Ravij Badarinathi & David Bray, 2014. "Sell in May and Go Away Revisited," The American Economist, Sage Publications, vol. 59(1), pages 90-91, May.
    • Handle: RePEc:sae:amerec:v:59:y:2014:i:1:p:90-91
    DOI: 10.1177/056943451405900108
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    Cited by:

    1. Richards, Daniel W. & Willows, Gizelle D., 2018. "Who trades profusely? The characteristics of individual investors who trade frequently," Global Finance Journal, Elsevier, vol. 35(C), pages 1-11.

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