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Spanish Stock Returns: Where is the Weather Effect?

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  • Angel Pardo
  • Enric Valor

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  • Angel Pardo & Enric Valor, 2003. "Spanish Stock Returns: Where is the Weather Effect?," European Financial Management, European Financial Management Association, vol. 9(1), pages 117-126.
  • Handle: RePEc:bla:eufman:v:9:y:2003:i:1:p:117-126
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    1. repec:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2 is not listed on IDEAS
    2. Rayenda Khresna Brahmana & Chee-Wooi Hooy & Zamri Ahmad, 2012. "Psychological factors on irrational financial decision making: Case of day-of-the week anomaly," Humanomics: The International Journal of Systems and Ethics, Emerald Group Publishing, vol. 28(4), pages 236-257, October.
    3. Kim, Daehwan, 2015. "Beta vs. characteristics: Comparison of risk model performances," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 156-171.
    4. Bertrand, Jean-Louis & Brusset, Xavier & Fortin, Maxime, 2015. "Assessing and hedging the cost of unseasonal weather: Case of the apparel sector," European Journal of Operational Research, Elsevier, vol. 244(1), pages 261-276.
    5. Kang, Sang Hoon & Jiang, Zhuhua & Lee, Yeonjeong & Yoon, Seong-Min, 2010. "Weather effects on the returns and volatility of the Shanghai stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(1), pages 91-99.
    6. Frühwirth, Manfred & Sögner, Leopold, 2015. "Weather and SAD related mood effects on the financial market," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 11-31.
    7. Rayenda Brahmana & Chee Wooi Hooy & Zamri Ahmad, 2014. "The Role of Weather on Investors’ Monday Irrationality: Insights from Malaysia," Contemporary Economics, University of Finance and Management in Warsaw, vol. 8(2), June.
    8. Chang, Tsangyao & Nieh, Chien-Chung & Yang, Ming Jing & Yang, Tse-Yu, 2006. "Are stock market returns related to the weather effects? Empirical evidence from Taiwan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 364(C), pages 343-354.
    9. Rayenda Brahmana & Chee-Wooi Hooy & Zamri Ahmad, 2012. "Weather, investor irrationality and day-of-the-week anomaly: case of Indonesia," Journal of Bioeconomics, Springer, vol. 14(2), pages 129-146, July.
    10. Jacobsen, Ben & Marquering, Wessel, 2008. "Is it the weather?," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 526-540, April.
    11. Mamatzakis, E, 2013. "Does weather affect US bank loan efficiency?," MPRA Paper 51616, University Library of Munich, Germany.
    12. Ching-Ping Wang & Hung-Hsi Huang & Yong-Wei Chen, 2012. "Investor SAD Sentiment and Stock Returns in Taiwan," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(0), pages 40-57, July.
    13. Jacobsen, B. & Marquering, W.A., 2004. "Is it the weather?," ERIM Report Series Research in Management ERS-2004-100-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    14. Ching-Ping Wang & Hung-Hsi Huang & Yong-Wei Chen, 2012. "Investor SAD Sentiment and Stock Returns in Taiwan," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(0), pages 40-57, July.
    15. Christos Floros, 2011. "On the relationship between weather and stock market returns," Studies in Economics and Finance, Emerald Group Publishing, vol. 28(1), pages 5-13, March.
    16. Nicholas Apergis & Panagiotis Artikis, 2012. "Weather Conditions and the Bank Lending Channel: A GMM Approach from US Banking," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(2), pages 17-34, April.
    17. Yoon, Seong-Min & Kang, Sang Hoon, 2009. "Weather effects on returns: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(5), pages 682-690.
    18. Lepori, Gabriele M., 2016. "Air pollution and stock returns: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 25-42.

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