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Does Weather Still Affect The Stock Market?
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Does Weather Still Affect The Stock Market? (2021)Does Weather Still Affect The Stock Marke…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Overconfidence and Trading Volume (2006)Investor Overconfidence and T…Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Stock market volatility, excess returns, and the role of investor sentiment (2002)Stock market volatility, exce…All Negative Moods Are Not Equal: Motivational Influences of Anxiety and Sadness on Decision Making (1999)All Negative Moods Are Not Eq…Mood and judgment: The affect infusion model (AIM). (1995)Mood and judgment: The affect…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Mood, misattribution, and jud…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)The Structure of Psychological Well-Being. (1970)Availability: A heuristic for judging frequency and probability (1973)Affect, accessibility of material in memory, and behavior: A cognitive loop? (1978)Subjective Well-Being (1984)Happiness is everything, or is it? Explorations on the meaning of psychological well-being. (1989)The Emerging Field of Emotion Regulation: An Integrative Review (1998)The Psychology of Interpersonal Relations. (1958)The case for motivated reasoning. (1990)Well-being : the foundations of hedonic psychology (1999)Social Influence: Compliance and Conformity (2004)THE PSYCHOLOGY OF PERSONAL CONSTRUCTS (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)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)Marketing and Firm Value: Metrics, Methods, Findings, and Future Directions (2009)How do business and financial cycles interact? (2011)What Are Microfoundations? (2013)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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Econometric Analysis of Cross Section and Panel Data (2001)ARCH modeling in finance (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Cross‐Section of Volatility and Expected Returns (2006)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,695 cited
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  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,234 cited
  • 1983Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states.5,127 cited
  • 1995Mood and judgment: The affect infusion model (AIM).3,474 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,998 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,893 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1999All Negative Moods Are Not Equal: Motivational Influences of Anxiety and Sadness on Decision Making1,239 cited
  • 2003Winter Blues: A SAD Stock Market Cycle1,105 cited
  • 2006Investor Overconfidence and Trading Volume975 cited
  • 1993Stock prices and the Wall Street weather

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831 cited
  • 2002Stock market volatility, excess returns, and the role of investor sentiment700 cited
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