SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stocks and the weather: An exercise in data mining or yet another capital market anomaly?
3 references·16 citing·39 second hop
Stocks and the weather: An exercise in data mining or yet another capital market anomaly? (1997)Stocks and the weather: An exercise in da…One Security, Many Markets: Determining the Contributions to Price Discovery (1995)One Security, Many Markets: D…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…Stock Market Anomalies. (1989)Stock Market Anomalies.Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets (2023)Effect of weather and environ…Does climate policy uncertainty affect Chinese stock market volatility? (2022)Does climate policy uncertain…Extreme high surface temperature events and equity-related physical climate risk (2019)Extreme high surface temperat…Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region (2019)Does weather influence invest…Stock returns and investors' mood: Good day sunshine or spurious correlation? (2017)Stock returns and investors' …The Weather and Stock Returns in New Zealand (2016)The Weather and Stock Returns…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…Weather effects on returns: Evidence from the Korean stock market (2008)Weather effects on returns: E…Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych (2007)Wycena papierów wartościowych…Daily weather effects on the returns of Australian stock indices (2007)Daily weather effects on the …Influence of weather on New Zealand financial securities (2005)Influence of weather on New Z…Are stock market returns related to the weather effects? Empirical evidence from Taiwan (2005)Are stock market returns rela…Do Cloudy Days Affect Stock Exchange Returns: Evidence from Istanbul Stock Exchange (2004)Do Cloudy Days Affect Stock E…The Role of Feelings in Investor Decision-Making (2003)The Role of Feelings in Inves…Mining Fool's Gold (1999)Mining Fool's GoldGeneralized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Investor Sentiment and Financial Market Volatility (2015)Risk, Uncertainty and Profit (1921)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Assessment Study on the ‘’Factors Influencing the Individual Investor Decision Making Behavior” (2013)Factors Influencing Individual Investor Behavior: An Empirical Study of City Karachi (2014)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Good Day Sunshine: Stock Returns and the Weather (2003)Winter Blues: A SAD Stock Market Cycle (2003)Weather and stock market volatility: the case of a leading emerging market (2015)A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices (2017)Investor Psychology and Asset Pricing (2001)Will temperature change reduce stock returns? Evidence from China (2022)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Cointegration and Tests of Present Value Models (1987)Inferring Trade Direction from Intraday Data (1991)Market microstructure: A survey (2000)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Realized Variance and Market Microstructure Noise (2006)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Investor Psychology and Security Market Under‐ and Overreactions (1998)Measuring Chinese climate uncertainty (2023)The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets (2023)The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles (2024)Ex‐Day Behavior: Tax or Short‐Term Trading Effects (1995)Taxes and dividends: The UK evidence (1996)The Evolution of Stock Markets in Transition Economies (2000)Long-term memory and volatility clustering in high-frequency price changes (2007)Air pollution, stock returns, and trading activities in China (2018)
this work references cited by second hop

References

  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • 1989Stock Market Anomalies.139 cited

Cited by

  • 2022Does climate policy uncertainty affect Chinese stock market volatility?159 cited
  • 2005Are stock market returns related to the weather effects? Empirical evidence from Taiwan99 cited
  • 2008Weather effects on returns: Evidence from the Korean stock market85 cited
  • 2007Daily weather effects on the returns of Australian stock indices72 cited
  • 2009Weather effects on the returns and volatility of the Shanghai stock market70 cited
  • 2016The Weather and Stock Returns in New Zealand61 cited
  • 2003The Role of Feelings in Investor Decision-Making57 cited
  • 2019Extreme high surface temperature events and equity-related physical climate risk53 cited
  • 2005Influence of weather on New Zealand financial securities45 cited
  • 2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets43 cited
  • 2007Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych42 cited
  • 2004

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Do Cloudy Days Affect Stock Exchange Returns: Evidence from Istanbul Stock Exchange
42 cited
  • 2009Effect of wind on stock market returns: evidence from European markets37 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
  • 1999Mining Fool's Gold31 cited