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(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets
16 references·0 citing·48 second hop
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets (2016)(Unusual) weather and stock returns—I am …Temperature and the Allocation of Time: Implications for Climate Change (2013)Temperature and the Allocatio…The Economics of Climate Change (2010)The Economics of Climate Chan…How to Understand High Food Prices (2010)How to Understand High Food P…Temperature and Income: Reconciling New Cross-Sectional and Panel Estimates (2009)Temperature and Income: Recon…Crude oil and stock markets: Stability, instability, and bubbles (2009)Crude oil and stock markets: …A Question of Balance (2008)A Question of BalanceThe Economics of Climate Change (2007)The Economics of Climate Chan…Does oil move equity prices? A global view (2007)Does oil move equity prices? …Tax structure and economic growth (2004)Tax structure and economic gr…Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Macroeconomics and Reality (1980)Macroeconomics and RealityCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)A Mathematical Theory of Saving (1928)The Economics of Climate Change: The Stern Review (2007)Why We Disagree about Climate Change (2009)Report by the commission on the measurement of economic performance and social progress (2011)Sources of Slow Growth in African Economies (1997)Econometric Analysis of Cross Section and Panel Data (2001)Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)Quantifying the Influence of Climate on Human Conflict (2013)Disproportionate exposure to urban heat island intensity across major US cities (2021)Climate Change, Firm Performance, and Investor Surprises (2023)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Risk as feelings. (2001)Twitter mood predicts the stock market (2011)Handbook of Social Cognition (2014)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Economic Forces and the Stock Market (1986)Measuring and Testing the Impact of News on Volatility (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Attention to Global Warming (2019)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Closing the gap in a generation: health equity through action on the social determinants of health (2008)Sustainable consumption: green consumer behaviour when purchasing products (2009)Gender diversity, board independence, environmental committee and greenhouse gas disclosure (2014)Temperatures and cyclones strongly associated with economic production in the Caribbean and Central America (2010)Strategic Corporate Social Responsibility and Environmental Sustainability (2011)Climate Finance (2020)
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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2007The Economics of Climate Change8,347 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 2010The Economics of Climate Change2,702 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,893 cited
  • 2008A Question of Balance1,116 cited
  • 2003Winter Blues: A SAD Stock Market Cycle1,105 cited
  • 2013Temperature and the Allocation of Time: Implications for Climate Change1,021 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • 2010How to Understand High Food Prices738 cited
  • 2004Tax structure and economic growth689 cited
  • 2009Crude oil and stock markets: Stability, instability, and bubbles658 cited
  • 2007Does oil move equity prices? A global view645 cited
  • 2009Temperature and Income: Reconciling New Cross-Sectional and Panel Estimates548 cited

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