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Daily weather effects on the returns of Australian stock indices
13 references·13 citing·54 second hopsampled
Daily weather effects on the returns of Australian stock indices (2007)Daily weather effects on the returns of A…Weather, Stock Returns, and the Impact of Localized Trading Behavior (2004)Weather, Stock Returns, and t…Stock market and aggregate economic activity: evidence from Australia (2004)Stock market and aggregate ec…Spanish Stock Returns: Where is the Weather Effect? (2003)Spanish Stock Returns: Where …Reflected glory and failure: international sporting success and the stock market (2003)Reflected glory and failure: …Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Stocks and the weather: An exercise in data mining or yet another capital market anomaly? (1997)Stocks and the weather: An ex…Stock Prices and Wall Street Weather: Additional Evidence (1997)Stock Prices and Wall Street …Long-term relationships between international share prices (1994)Long-term relationships betwe…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…International Evidence on the Robustness of the Day-of-the-Week Effect (1993)International Evidence on the…An Examination of the Robustness of the Weekend Effect (1989)An Examination of the Robustn…Weather, mood, and helping behavior: Quasi experiments with the sunshine samaritan. (1979)Weather, mood, and helping be…Intraday analyses on weather-induced sentiment and stock market behavior (2024)Intraday analyses on weather-…Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets (2023)Effect of weather and environ…Will temperature change reduce stock returns? Evidence from China (2022)Will temperature change reduc…Herd behavior and mood: An experimental study on the forecasting of share prices (2019)Herd behavior and mood: An ex…Essays on the impacts of environment on uncertainty attitudes and consumption choices (2019)Essays on the impacts of envi…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' …The effect of weather factors on restaurant sales (2016)The effect of weather factors…Red sky at night or in the morning, to the equity market neither a delight nor a warning: the weather effect re-examined using intraday stock data (2016)Red sky at night or in the mo…Weather and SAD related mood effects on the financial market (2015)Weather and SAD related mood …Investor Sentiment and Financial Market Volatility (2015)Investor Sentiment and Financ…Weather effects on the returns and volatility of the Shanghai stock market (2009)Weather effects on the return…Effect of wind on stock market returns: evidence from European markets (2009)Effect of wind on stock marke…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Familiarity Breeds Investment (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)Rain or Shine: Where is the Weather Effect? (2005)Do Weather-Induced Moods Affect the Processing of Earnings News? (2016)Pollution and Performance: Do Investors Make Worse Trades on Hazy Days? (2016)Stock returns and the weekend effect (1980)International Transmission of Stock Market Movements (1989)Correlations in Price Changes and Volatility across International Stock Markets (1990)The day-of-the-week effect: The international evidence (1996)The day of the week effect on stock market volatility and volume: International evidence (2003)Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market (2010)Winter Blues: A SAD Stock Market Cycle (2003)Are stock market returns related to the weather effects? Empirical evidence from Taiwan (2005)Can Companies Influence Investor Behaviour through Advertising? Super Bowl Commercials and Stock Returns (2005)Weather effects on returns: Evidence from the Korean stock market (2008)Stock Market Anomalies. (1989)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does climate policy uncertainty affect Chinese stock market volatility? (2022)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Can Macroeconomic Variables Explain Long Term Stock Market Movements? A Comparison of the US and Japan (2007)Jump dynamics and volatility: Oil and the stock markets (2009)Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets (2015)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)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Hourly volatility spillovers between international equity markets (1994)The Individual Investor and the Weekend Effect (1994)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)Risk as feelings. (2001)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)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)
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References

  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • 1979Weather, mood, and helping behavior: Quasi experiments with the sunshine samaritan.558 cited
  • 1989An Examination of the Robustness of the Weekend Effect438 cited
  • 2004Weather, Stock Returns, and the Impact of Localized Trading Behavior280 cited
  • 1993International Evidence on the Robustness of the Day-of-the-Week Effect261 cited
  • 2004Stock market and aggregate economic activity: evidence from Australia130 cited
  • 2003Spanish Stock Returns: Where is the Weather Effect?103 cited
  • 1997Stocks and the weather: An exercise in data mining or yet another capital market anomaly?99 cited
  • 1997Stock Prices and Wall Street Weather: Additional Evidence88 cited
  • 1994Long-term relationships between international share prices84 cited
  • 2003Reflected glory and failure: international sporting success and the stock market73 cited

Cited by

  • 2009Weather effects on the returns and volatility of the Shanghai stock market70 cited
  • 2015Investor Sentiment and Financial Market Volatility

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68 cited
  • 2022Will temperature change reduce stock returns? Evidence from China58 cited
  • 2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets43 cited
  • 2009Effect of wind on stock market returns: evidence from European markets37 cited
  • 2017Stock returns and investors' mood: Good day sunshine or spurious correlation?34 cited
  • 2024Intraday analyses on weather-induced sentiment and stock market behavior27 cited
  • 2016The effect of weather factors on restaurant sales26 cited
  • 2019Herd behavior and mood: An experimental study on the forecasting of share prices25 cited
  • 2015Weather and SAD related mood effects on the financial market22 cited
  • 2016Red sky at night or in the morning, to the equity market neither a delight nor a warning: the weather effect re-examined using intraday stock data21 cited
  • 2019Essays on the impacts of environment on uncertainty attitudes and consumption choices0 cited
  • 2018Emotionen und Risikoexponierung: Der Einfluss positiver und negativer Affekte auf Portfolioentscheidungen0 cited