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Is it the weather? Response
9 references·5 citing·47 second hop
Is it the weather? Response (2008)Is it the weather? ResponseGone fishin’: Seasonality in trading activity and asset prices (2009)Gone fishin’: Seasonality in …The Optimism Cycle: Sell in May (2008)The Optimism Cycle: Sell in M…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…Stock market returns: A note on temperature anomaly (2004)Stock market returns: A note …Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The Halloween Indicator, “Sel…Losing Sleep at the Market: Comment (2002)Losing Sleep at the Market: C…Losing Sleep at the Market: The Daylight Saving Anomaly (2000)Losing Sleep at the Market: T…The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest (2020)The Winner Takes It All: Inve…The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time (2020)The Halloween indicator, “Sel…Can Variations in Temperature Explain the Systemic Risk of European Firms? (2019)Can Variations in Temperature…The Halloween effect in European sectors (2016)The Halloween effect in Europ…Seasonality in Perceived Risk: A Sentiment Effect (2016)Seasonality in Perceived Risk…An Examination of the Robustness of the Weekend Effect (1989)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Role of Feelings in Investor Decision-Making (2003)The Impact of Weather on German Retail Investors (2014)Sleep, health, and human capital: Evidence from daylight saving time (2020)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)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Good Day Sunshine: Stock Returns and the Weather (2003)Are Monthly Seasonals Real? A Three Century Perspective (2012)Does climate policy uncertainty affect Chinese stock market volatility? (2022)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Noise Trader Risk in Financial Markets (1990)Industry costs of equity (1997)Infrequent Rebalancing, Return Autocorrelation, and Seasonality (2016)Financial Transaction Taxes, Market Composition, and Liquidity (2017)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)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)The distribution of realized stock return volatility (2001)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Weather effects on the returns and volatility of the Shanghai stock market (2009)Does mood affect trading behavior? (2015)The stock market effect of air pollution: evidence from China (2016)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Seasonality in the cross-section of stock returns☆ (2007)Striking oil: Another puzzle? (2008)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)The financial economics of gold — A survey (2015)Unrealistic optimism about future life events. (1980)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)An anatomy of calendar effects (2012)
this work references cited by second hop

References

  • 2003Winter Blues: A SAD Stock Market Cycle1,105 cited
  • 2004Stock market returns: A note on temperature anomaly541 cited
  • 2000Losing Sleep at the Market: The Daylight Saving Anomaly494 cited
  • 2002The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle413 cited
  • 2007Is it the weather?175 cited
  • 2009Gone fishin’: Seasonality in trading activity and asset prices167 cited
  • 2005Winter blues and time variation in the price of risk116 cited
  • 2002Losing Sleep at the Market: Comment81 cited
  • 2008The Optimism Cycle: Sell in May51 cited

Cited by

  • 2016Seasonality in Perceived Risk: A Sentiment Effect33 cited
  • 2020The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time30 cited
  • 2019Can Variations in Temperature Explain the Systemic Risk of European Firms?30 cited
  • 2020The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest29 cited
  • 2016The Halloween effect in European sectors25 cited

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