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Article provided by Springer in its journal De Economist.

Volume (Year): 156 (2008)
Issue (Month): 2 (June)
Pages: 175-200
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Handle: RePEc:kap:decono:v:156:y:2008:i:2:p:175-200

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Related research

Keywords: Earnings revisions; Optimism cycle; Psychology; Seasonality; Sell in May; G12; G14; G15;

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1. David Hirshleifer & Tyler Shumway, 2003. "Good Day Sunshine: Stock Returns and the Weather," Journal of Finance, American Finance Association, vol. 58(3), pages 1009-1032, 06. [Downloadable!] (restricted)
   Other versions:
   • David Hirshleifer & TYLER G. SHUMWAY, 2004. "Good Day Sunshine: Stock Returns and the Weather," Finance 0412004, EconWPA. [Downloadable!]
2. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February. [Downloadable!] (restricted)
3. Cao, Melanie & Wei, Jason, 2005. "Stock market returns: A note on temperature anomaly," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1559-1573, June. [Downloadable!] (restricted)
4. Saunders, Edward M, Jr, 1993. "Stock Prices and Wall Street Weather," American Economic Review, American Economic Association, vol. 83(5), pages 1337-45, December. [Downloadable!] (restricted)
5. Gervais, Simon & Odean, Terrance, 2001. "Learning to be Overconfident," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(1), pages 1-27.
   Other versions:
   • Simon Gervais & Terrance Odean, . "Learning To Be Overconfident," Rodney L. White Center for Financial Research Working Papers 05-97, Wharton School Rodney L. White Center for Financial Research.
   • Simon Gervais & Terrance Odean, . "Learning To Be Overconfident," Rodney L. White Center for Financial Research Working Papers 5-97, Wharton School Rodney L. White Center for Financial Research.
6. Masako N. Darrough, 2002. "A Positive Model of Earnings Forecasts: Top Down versus Bottom Up," Journal of Business, University of Chicago Press, vol. 75(1), pages 127-152, January. [Downloadable!]
7. Kent Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 1998. "Investor Psychology and Security Market Under- and Overreactions," Journal of Finance, American Finance Association, vol. 53(6), pages 1839-1885, December. [Downloadable!] (restricted)
8. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005. "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 291-316, March. [Downloadable!] (restricted)
   Other versions:
   • Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," Working Paper 2004-8, Federal Reserve Bank of Atlanta. [Downloadable!]
9. William N. Goetzmann & Ning Zhu, 2004. "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers ysm28, Yale School of Management. [Downloadable!]
   Other versions:
   • William N. Goetzmann & Ning Zhu, 2003. "Rain or Shine: Where is the Weather Effect?," NBER Working Papers 9465, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • William N. Goetzmann & Ning Zhu, 2002. "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers ysm296, Yale School of Management. [Downloadable!]
   • William N. Goetzmann & Ning Zhu, 2005. "Rain or Shine: Where is the Weather Effect?," European Financial Management, Blackwell Publishing Ltd, vol. 11(5), pages 559-578. [Downloadable!] (restricted)

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