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:
Stocks > Prices.
Stock exchanges.
Speculation.
Actions (Titres de société) > Prix.
Bourse.
Spéculation.
speculating.
stock exchanges.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Speculation
Stock exchanges
Stocks > Prices
Acceso en línea:Texto completo
Tabla de Contenidos:
  • The effect of weather on stock returns: A comparison between emerging and developed markets; Abstract; Table of contents; 1. Introduction; 2. Literature review; 2.1. Weather, mood and decision making behavior; 2.2. Weather and the stock market; 2.3. Two decades of weather effect literature: a lack of consensus; 3. Data description; 3.1. Data collection; 3.2. Data analysis; 4. Methodology and results; 4.1. City-by-city tests; 4.2. Joint tests; 4.2.1. Pooled least squares regression; 4.2.2. Binary regression; 5. Robustness check; 5.1. City-by-city tests; 5.2. Joint tests.
  • 5.2.1 Pooled least squares regression5.2.2. Binary regression; 6. Potential explanations; 7. Conclusion; 8. References; 9. Appendix.

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