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Weather effects on the returns and volatility of the Shanghai stock market
16 references·10 citing·53 second hopsampled
Weather effects on the returns and volatility of the Shanghai stock market (2009)Weather effects on the returns and volati…Robust global mood influences in equity pricing (2007)Robust global mood influences…Is it the weather? (2007)Is it the weather?Winter blues and time variation in the price of risk (2005)Winter blues and time variati…Are stock market returns related to the weather effects? Empirical evidence from Taiwan (2005)Are stock market returns rela…Weather, biorhythms, beliefs and stock returns—Some preliminary Irish evidence (2004)Weather, biorhythms, beliefs …The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004)The Hurst exponent over time:…Stock market returns: A note on temperature anomaly (2004)Stock market returns: A note …Ranking efficiency for emerging markets (2004)Ranking efficiency for emergi…Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…Spanish Stock Returns: Where is the Weather Effect? (2003)Spanish Stock Returns: Where …Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Losing Sleep at the Market: The Daylight-Savings Anomaly (2000)Losing Sleep at the Market: T…Losing Sleep at the Market: The Daylight Saving Anomaly (2000)Losing Sleep at the Market: T…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…Weather, mood, and helping behavior: Quasi experiments with the sunshine samaritan. (1979)Weather, mood, and helping be…Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets (2023)Effect of weather and environ…Air pollution, auditors' pessimistic bias and audit quality: evidence from China (2020)Air pollution, auditors' pess…Herd behavior and mood: An experimental study on the forecasting of share prices (2019)Herd behavior and mood: An ex…Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region (2019)Does weather influence invest…Emotionen und Risikoexponierung: Der Einfluss positiver und negativer Affekte auf Portfolioentscheidungen (2018)Emotionen und Risikoexponieru…Stock returns and investors' mood: Good day sunshine or spurious correlation? (2017)Stock returns and investors' …A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices (2017)A multifractal detrended fluc…Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market (2016)Do investor sentiment, weathe…Weather and stock market volatility: the case of a leading emerging market (2015)Weather and stock market vola…Does Overconfidence Harm Individual Investors? An Empirical Analysis of the Taiwanese Market (2011)Does Overconfidence Harm Indi…Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Feelings as information: informational and motivational functions of affective states (1989)Risk as feelings. (2001)The effect of weather on consumer spending (2009)Investor sentiment and the price of oil (2017)Temperature and industrial output: Firm-level evidence from China (2017)Long-term Memory in Stock Market Prices (1989)Long-Term Memory in Stock Market Prices (1991)A search for long memory in international stock market returns (1995)Measuring capital market efficiency: Global and local correlations structure (2012)The interactive relationship between the US economic policy uncertainty and BRIC stock markets (2016)Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen? (2018)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Multi-scaling in finance (2007)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (2020)Experimental and Quasi-Experimental Designs for Research (1963)Success, failure, attention, and reaction to others: The warm glow of success. (1970)Reciprocal concessions procedure for inducing compliance: The door-in-the-face technique. (1975)The Midas Touch (1984)Weather, climate and tourism a geographical perspective (2005)Beyond Allyship: Motivations for Advantaged Group Members to Engage in Action for Disadvantaged Groups (2020)Portfolio Selection: Efficient Diversification of Investments (1959)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Feeling and thinking: Preferences need no inferences. (1980)Expected stock returns and volatility (1987)Why Does Stock Market Volatility Change Over Time? (1989)Ambiguity and Self-Evaluation: The Role of Idiosyncratic Trait Definitions in Self-Serving Assessments of Ability (2002)Investor psychology in capital markets: evidence and policy implications (2002)Sentiment and stock prices: The case of aviation disasters (2009)Out of Control: Visceral Influences on Behavior (1996)The Role of Emotions in Marketing (1999)Sentiment During Recessions (2012)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Are Monthly Seasonals Real? A Three Century Perspective (2012)Does climate policy uncertainty affect Chinese stock market volatility? (2022)Stock returns and the weekend effect (1980)Investor Psychology and Asset Pricing (2001)The Role of Feelings in Investor Decision-Making (2005)Behavioural Finance: A Review and Synthesis (2007)Weather-Induced Mood, Institutional Investors, and Stock Returns (2014)Economic Forces and the Stock Market (1986)Measuring and Testing the Impact of News on Volatility (1993)Sports Sentiment and Stock Returns (2007)Attention to Global Warming (2019)Climate Change, Firm Performance, and Investor Surprises (2023)
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References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2003Winter Blues: A SAD Stock Market Cycle1,105 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • 1979Weather, mood, and helping behavior: Quasi experiments with the sunshine samaritan.558 cited
  • 2004Stock market returns: A note on temperature anomaly541 cited
  • 2000Losing Sleep at the Market: The Daylight Saving Anomaly494 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 2004Ranking efficiency for emerging markets209 cited
  • 2007Is it the weather?175 cited
  • 2004Weather, biorhythms, beliefs and stock returns—Some preliminary Irish evidence135 cited
  • 2005Winter blues and time variation in the price of risk116 cited
  • 2007Robust global mood influences in equity pricing112 cited
  • 2003Spanish Stock Returns: Where is the Weather Effect?103 cited
  • 2000Losing Sleep at the Market: The Daylight-Savings Anomaly102 cited
  • 2005

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Are stock market returns related to the weather effects? Empirical evidence from Taiwan
99 cited

Cited by

  • 2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices80 cited
  • 2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets43 cited
  • 2015Weather and stock market volatility: the case of a leading emerging market39 cited
  • 2019Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region35 cited
  • 2017Stock returns and investors' mood: Good day sunshine or spurious correlation?34 cited
  • 2011Does Overconfidence Harm Individual Investors? An Empirical Analysis of the Taiwanese Market30 cited
  • 2020Air pollution, auditors' pessimistic bias and audit quality: evidence from China29 cited
  • 2019Herd behavior and mood: An experimental study on the forecasting of share prices25 cited
  • 2016Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market21 cited
  • 2018Emotionen und Risikoexponierung: Der Einfluss positiver und negativer Affekte auf Portfolioentscheidungen0 cited