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Juliano Ribeiro de Almeida,Guilherme Ribeiro de Almeida,Daniel Reed Bergmann
Pág. 597 - 628
The Halloween effect relates to the notion that stock market returns tend to be higher in the period from November to April than from May to October. In this study, we analyze the robustness of this trading strategy taking into account the individual ret...
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Hasib Siddiqui; Charles A. Bouman
Pág. 789 - 802
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Siskind, J.M.; Sherman, J.J.; Pollak, I.; Harper, M.P.; Bouman, C.A.
Pág. 1504 - 1519
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Yan Huang; Pollak, I.; Do, M.N.; Bouman, C.A.
Pág. 1779 - 1793
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Wang, W.; Pollak, I.; Wong, T.-S.; Bouman, C.A.; Harper, M.P.; Siskind, J.M.
Pág. 3033 - 3052
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Feng, G.; Bouman, C.A.
Pág. 3152 - 3169
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Seungseok Oh; Milstein, A.B.; Bouman, C.A.; Webb, K.J.
Pág. 125 - 140
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P. Belder, B. A. M. Bouman, J. H. J. Spiertz, et al.
Pág. 167 - 182
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O. T. Bouman, N. Vaninetti, G. E. M. Williams, D. B. McCorquodale
Pág. 49 - 76
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Frese, T. Bouman, C. A. Sauer, K.
Pág. 756 - 770
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