Jun
18
Mark Twain effect
posted by admin in UncategorizedIn some stock markets, the Mark Twain effect is the phenomenon of stock returns in October being lower than in other months. The name comes from the following quotation attributed to Mark Twain: “October. This is one of the peculiarly dangerous months to speculate in stocks. The others are July, January, September, April, November, May, March, June, December, August, and February.”
Both the 1929 and 1987 stock market crashes occurred in October.
Evidence in support of this effect was provided by Cadsby (1989) based on data on Canadian stock market.
See also
- January effect
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