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The effect of weather on stock returns : a comparison between emerging and developed markets /

Hauptbeschreibung One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship betwe...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Prodan, Irina
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hamburg : Anchor Academic Pub., 2013.
Colección:Compact.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:Hauptbeschreibung One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship between the weather, and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development, and explaining how.
Notas:"Disseminate knowledge"--Cover.
Original title of the thesis: Is there a difference in the weather effect between developed and emerging markets : a comparison between around the world.
Descripción Física:1 online resource (48 pages) : illustrations, map
Bibliografía:Includes bibliographical references.
ISBN:9783954895564
3954895560
3954890569
9783954890569