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The publication can be exported in the following formats: APA (American Psychological Association) reference format, IEEE (Institute of Electrical and Electronics Engineers) reference format, BibTeX and RIS.

Export Reference (APA) 
Curto, J. D., Oliveira, L. & Matilde, A. R. (2018). The Halloween effect in European equity mutual funds. The Open Journal of Economics and Finance. 2, 20-35
Export Reference (IEEE) 
J. J. Curto et al.,  "The Halloween effect in European equity mutual funds", in The Open Journal of Economics and Finance, vol. 2, pp. 20-35, 2018
Export BibTeX 
@article{curto2018_1732203528743,
	author = "Curto, J. D. and Oliveira, L. and Matilde, A. R.",
	title = "The Halloween effect in European equity mutual funds",
	journal = "The Open Journal of Economics and Finance",
	year = "2018",
	volume = "2",
	number = "",
	pages = "20-35",
	url = "https://www.evotecpublisher.com/the-open-journal-of-economics-and-finance/?idU=2"
}
Export RIS 
TY  - JOUR
TI  - The Halloween effect in European equity mutual funds
T2  - The Open Journal of Economics and Finance
VL  - 2
AU  - Curto, J. D.
AU  - Oliveira, L.
AU  - Matilde, A. R.
PY  - 2018
SP  - 20-35
SN  - 2616-8200
UR  - https://www.evotecpublisher.com/the-open-journal-of-economics-and-finance/?idU=2
AB  - We extend the evidence on the Halloween effect (returns during the months of May to October tend to be lower than returns during the months of November to April) in stock markets by examining the return pattern of 145 European Equity Mutual Funds from 1997 to 2013. The main purpose is to investigate if previously predictabilities in equity stock markets returns are reflected in mutual funds. We conclude that (i) the Halloween effect is statistically and
economically significant; (ii) this effect has disappeared after the Bouman and Jacobsen (2002) publication; (iii) an
investment strategy based on this anomaly clearly beats the buy-and-hold strategy.
ER  -