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Weather and intraday patterns in stock returns and trading activity

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  • Chang, Shao-Chi
  • Chen, Sheng-Syan
  • Chou, Robin K.
  • Lin, Yueh-Hsiang

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  • 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.
    • Handle: RePEc:eee:jbfina:v:32:y:2008:i:9:p:1754-1766
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