Stock market returns: A note on temperature anomaly
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References listed on IDEAS
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- 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.
- Saunders, Edward M, Jr, 1993. "Stock Prices and Wall Street Weather," American Economic Review, American Economic Association, vol. 83(5), pages 1337-45, December.
- Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002.
"Winter blues: a SAD stock market cycle,"
FRB Atlanta Working Paper
2002-13, Federal Reserve Bank of Atlanta.
- Rajnish Mehra & Raaj Sah, 1999.
"Can Small Fluctuations in Investors' Subjective Preferences Induce Large Volatility in Equity Prices?,"
9917, Harris School of Public Policy Studies, University of Chicago.
- Mehra, Rajnish & Sah, Raaj, 2002. "Mood fluctuations, projection bias, and volatility of equity prices," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 869-887, May.
- Romer, Paul M., 2000.
"Thinking and Feeling,"
1618, Stanford University, Graduate School of Business.
- Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000.
"Losing Sleep at the Market: The Daylight Saving Anomaly,"
American Economic Review,
American Economic Association, vol. 90(4), pages 1005-1011, September.
- Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998. "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers dp98-04, Department of Economics, Simon Fraser University.
- Etzioni, Amitai, 1988. "Normative-affective factors: Toward a new decision-making model," Journal of Economic Psychology, Elsevier, vol. 9(2), pages 125-150, June.
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