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ArticleStock market returns: A note on temperature anomaly

Melanie Cao2004

Article2004

Stock market returns: A note on temperature anomaly

Melanie Cao · Jason Zhanshun Wei

541 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Market Dynamics and Volatility Stock Market Forecasting Methods

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References

2001Risk as feelings.1983Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states.1989Feelings as information: informational and motivational functions of affective states 2003Good Day Sunshine: Stock Returns and the Weather 2003Winter Blues: A SAD Stock Market Cycle 1993Stock prices and the Wall Street weather 1988Normative-affective factors: Toward a new decision-making model 2002“Neither an angel nor an ant”: Emotion as an aid to bounded rationality

Cited by

2017Temperature and industrial output: Firm-level evidence from China 2017Investor sentiment and the price of oil 2009The effect of weather on consumer spending 2011Air pollution and stock returns in the US 2010Terrorism activity, investor sentiment, and stock returns 2015War and stock markets: The effect of World War Two on the British stock market

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Year2004

Typearticle

Published2004-09-24

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations541

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2004.06.028

openalex_workW2016907534

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2010

Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market

2007Is it the weather?