ML-QuantSubscribe

SSRNOther

Seasonal SEC Disclosures and Halloween Effect

A study reveals a seasonal trend in SEC regulatory disclosures, with a spike in winter, mirroring the Sell in May and Go Away effect, a pattern also seen in European markets.

Featured in No. 83 on 23 Jan 2025 · 6 days after release

Released
17 Jan 2025
First featured
No. 83 · 23 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
5
Identifier
SSRN 5100941

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page