id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-11731	Schabek, Tomasz; Castro, Henrique	“Sell not only in May”. Seasonal Effect on Emerging and Developed Stock Markets	2016	14	.pdf	application/pdf	5292	223	55	We also used the proxy of stock market sentiment for other mar- kets – Consumer Confidence Indicator, delivered by OECD. In this part we tested returns directly 6 Like in Baker and Wurgler sentiment index, that is based exclusively on market data.	cache/dem-11731.pdf	txt/dem-11731.txt