Frank's Investment Reading List

The Halloween Effect in US Sectors" Ben Jacobsen and Nuttawat Visaltanachoti (May 8, 2006) Available at SSRN:

"Sell in May and Go Away' Just Won't Go Away" Sandro C Andrade, Vidhi Chhaoccharia and Michael E. Fuerst (July 2012). Available at http;//

"Asset Management Fees and the Growth of Finance" Burton G Malkiel Journal of Economic Perspectives-Volume 27, Number 2- Spring 2013- Pages 97-108

"Profiting from Monthly 'Seasonality' in the Stock Market" Austin Pryor (September 2010) Available at

"Stock Market Efficiency Withstands another Challenge: Solving the 'Sell in May/ Buy after Halloween' Puzzle" Edwin D. Maberly and Raylene M Pierce Econ Journal Watch, Volume 1, Number 1, April 2004, pp 29-46.

"The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle" Sven Bouman and Ben Jacobsen, American Economic Review 92 (5) page 1618.

"Market efficiency, long-term returns, and behavioral finance" Eugene F Fama, Journal of Financial Economics 40 (1998) 283-306

"Some Anomalous Evidence Regarding Market Efficiency" Michael C Jenson, Journal of Financial Economics, Vol. 6, Nos 2/3 (1978) 95-101.

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