Weather, Stock Returns, and the Impact of Localized Trading Behavior
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 39 (2004)
Issue (Month): 02 (June)
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- Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang, 2012. "Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 309-318.
- Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 161-175, April.
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"Sudden Deaths: Taking Stock of Geographic Ties,"
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34128, University Library of Munich, Germany.
- Brian Lucey, 2010. "Lunar seasonality in precious metal returns?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 835-838.
- Hearn, Bruce, 2014. "The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa," Research in International Business and Finance, Elsevier, vol. 30(C), pages 91-110.
- Goodfellow, Christiane & Schiereck, Dirk & Verrier, Tatjana, 2010. "Does screen trading weather the weather? A note on cloudy skies, liquidity, and computerized stock markets," International Review of Financial Analysis, Elsevier, vol. 19(2), pages 77-80, March.
- Kaustia, Markku & Rantapuska, Elias, 2013. "Does mood affect trading behavior?," SAFE Working Paper Series 4, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Silva, Pedro & Almeida, Liliana, 2011. "Weather and stock markets: empirical evidence from Portugal," MPRA Paper 54119, University Library of Munich, Germany.
- Dowling, Michael & Lucey, Brian M., 2008. "Robust global mood influences in equity pricing," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 145-164, April.
- Faccio, Mara & Parsley, David, 2006. "Sudden Deaths: Taking Stock of Political Connections," CEPR Discussion Papers 5460, C.E.P.R. Discussion Papers.
- Loughran, Tim & Schultz, Paul, 2005. "Liquidity: Urban versus rural firms," Journal of Financial Economics, Elsevier, vol. 78(2), pages 341-374, November.
- Shive, Sophie, 2012. "Local investors, price discovery, and market efficiency," Journal of Financial Economics, Elsevier, vol. 104(1), pages 145-161.
- Barrington-Leigh, Christopher P, 2008. "Weather as a transient influence on survey-reported satisfaction with life," MPRA Paper 25736, University Library of Munich, Germany.
- Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang, 2008. "Weather and intraday patterns in stock returns and trading activity," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1754-1766, September.
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