Stock market returns: A note on temperature anomaly
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- Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002.
"Winter blues: a SAD stock market cycle,"
FRB Atlanta Working Paper
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- Etzioni, Amitai, 1988. "Normative-affective factors: Toward a new decision-making model," Journal of Economic Psychology, Elsevier, vol. 9(2), pages 125-150, June.
- Saunders, Edward M, Jr, 1993. "Stock Prices and Wall Street Weather," American Economic Review, American Economic Association, vol. 83(5), pages 1337-1345, December.
- Mehra, Rajnish & Sah, Raaj, 2002.
"Mood fluctuations, projection bias, and volatility of equity prices,"
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Elsevier, vol. 26(5), pages 869-887, May.
- Rajnish Mehra & Raaj Sah, 1999. "Can Small Fluctuations in Investors' Subjective Preferences Induce Large Volatility in Equity Prices?," Working Papers 9917, Harris School of Public Policy Studies, University of Chicago.
- Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998.
"Losing Sleep at the Market: The Daylight-Savings Anomaly,"
dp98-04, Department of Economics, Simon Fraser University.
- 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.
- Romer, Paul M., 2000.
"Thinking and Feeling,"
1618, Stanford University, Graduate School of Business.
- David Hirshleifer & Tyler Shumway, 2003.
"Good Day Sunshine: Stock Returns and the Weather,"
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