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Stock Prices and Wall Street Weather

Citations

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Cited by:

  1. Drakos, Konstantinos, 2010. "Terrorism activity, investor sentiment, and stock returns," Review of Financial Economics, Elsevier, vol. 19(3), pages 128-135, August.
  2. Baillon, Aurélien & Koellinger, Philipp D. & Treffers, Theresa, 2016. "Sadder but wiser: The effects of emotional states on ambiguity attitudes," Journal of Economic Psychology, Elsevier, vol. 53(C), pages 67-82.
  3. Lin, Mei-Chen, 2015. "Seasonal affective disorder and investors’ response to earnings news," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 211-221.
  4. Alan B. Krueger & Kenneth N. Fortson, 2003. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 931-957, June.
  5. Filiz, Ibrahim & Nahmer, Thomas & Spiwoks, Markus, 2019. "Herd behavior and mood: An experimental study on the forecasting of share prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
  6. Anthony Heyes & Matthew Neidell & Soodeh Saberian, 2016. "The Effect of Air Pollution on Investor Behavior: Evidence from the S&P 500," NBER Working Papers 22753, National Bureau of Economic Research, Inc.
  7. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," EconomiX Working Papers 2012-24, University of Paris Nanterre, EconomiX.
  8. Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon, 2019. "The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 143-160.
  9. Lee, Li Way, 2010. "The mood of a firm," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(6), pages 615-618, December.
  10. repec:vuw:vuwscr:18969 is not listed on IDEAS
  11. Shahzad, Farrukh, 2019. "Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 525-543.
  12. Philippe Baecke & Dirk Van Den Poel, 2010. "Improving Purchasing Behavior Predictions By Data Augmentation With Situational Variables," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 9(06), pages 853-872.
  13. Krieger, Kevin & Chen, Denghui, 2015. "Post-accident stock returns of aircraft manufacturers based on potential fault," Journal of Air Transport Management, Elsevier, vol. 43(C), pages 20-28.
  14. Qadan, Mahmoud & Kliger, Doron, 2016. "The short trading day anomaly," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 62-80.
  15. 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.
  16. Falato, Antonio, 2009. "Happiness maintenance and asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
  17. William N. Goetzmann & Ning Zhu, 2005. "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, vol. 11(5), pages 559-578, November.
  18. Mitchell, Jason D & Lian Ong, Li & Izan, H.Y, 2000. "Idiosyncrasies in Australian petrol price behaviour: evidence of seasonalities," Energy Policy, Elsevier, vol. 28(4), pages 243-258, April.
  19. Matthew Muntifering, 2021. "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 110-119, March.
  20. Kaplanski, Guy & Levy, Haim, 2012. "Real estate prices: An international study of seasonality's sentiment effect," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 123-146.
  21. Walter Krämer, 1999. "Kointegration von Aktienkursen," Schmalenbach Journal of Business Research, Springer, vol. 51(10), pages 915-936, October.
  22. Barnes, Spencer, 2021. "Killing in the stock market: Evidence from organ donations," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  23. Kliger, Doron & Gilad, Dalia, 2012. "Red light, green light: Color priming in financial decisions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 738-745.
  24. Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
  25. Bjørnskov, Christian & Datta Gupta, Nabanita & Pedersen, Peder J., 2005. "What Buys Happiness? Analyzing Trends in Subjective Well-Being in 15 European Countries, 1973-2002," IZA Discussion Papers 1716, Institute of Labor Economics (IZA).
  26. Radeef Chundakkadan, 2021. "Light a lamp and look at the stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
  27. Jacobsen, Ben & Marquering, Wessel, 2008. "Is it the weather?," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 526-540, April.
  28. Zhang, Yihao & Tao, Lingfeng, 2019. "Haze, investor attention and China's stock markets: Evidence from internet stock forum," Finance Research Letters, Elsevier, vol. 31(C).
  29. Mamatzakis, E, 2013. "Does weather affect US bank loan efficiency?," MPRA Paper 51616, University Library of Munich, Germany.
  30. Tom Coupe & Olha Zadorozhna, 2010. "Weather Effects in Transition," Discussion Papers 36, Kyiv School of Economics.
  31. Patrick L. Brockett & Mulong Wang & Chuanhou Yang, 2005. "Weather Derivatives and Weather Risk Management," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 8(1), pages 127-140, March.
  32. Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang, 2012. "Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 309-318.
  33. Olha Zadorozhna, 2012. "How much do the neighbors pay? Economic costs of international gas disputes," IEFE Working Papers 48, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  34. David Havlíček, 2010. "Analysis of the Impact of Weather on Trading in Equity Markets [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2010(3), pages 49-62.
  35. Bauckloh, Tobias & Heiden, Sebastian & Klein, Christian & Zwergel, Bernhard, 2019. "New evidence on the impact of the English national soccer team on the FTSE 100," Finance Research Letters, Elsevier, vol. 28(C), pages 61-67.
  36. Dimic, Nebojsa & Neudl, Manfred & Orlov, Vitaly & Äijö, Janne, 2018. "Investor sentiment, soccer games and stock returns," Research in International Business and Finance, Elsevier, vol. 43(C), pages 90-98.
  37. Marie Connolly, 2013. "Some Like It Mild and Not Too Wet: The Influence of Weather on Subjective Well-Being," Journal of Happiness Studies, Springer, vol. 14(2), pages 457-473, April.
  38. Anya Khanthavit, 2017. "Instrumental-Variable Estimation of Bangkok-Weather Effects in the Stock Exchange of Thailand," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 13(1), pages 83-111.
  39. Torgler, Benno & Schneider, Friedrich, 2007. "Shadow Economy, Tax Morale, Governance and Institutional Quality: A Panel Analysis," Berkeley Olin Program in Law & Economics, Working Paper Series qt26s710z8, Berkeley Olin Program in Law & Economics.
  40. Levy, Ori & Galili, Itai, 2008. "Stock purchase and the weather: Individual differences," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 755-767, September.
  41. Christian Bjørnskov & Nabanita Gupta & Peder Pedersen, 2008. "Analysing trends in subjective well-being in 15 European countries, 1973–2002," Journal of Happiness Studies, Springer, vol. 9(2), pages 317-330, June.
  42. 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.
  43. Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
  44. Siganos, Antonios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick, 2017. "Divergence of sentiment and stock market trading," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 130-141.
  45. Xu, Alan, 2022. "Air pollution and mediation effects in stock market, longitudinal evidence from China," International Review of Financial Analysis, Elsevier, vol. 83(C).
  46. Leo Julianto & Irwan Adi Ekaputra, 2020. "Max-Effect in the Indonesian Market," Capital Markets Review, Malaysian Finance Association, vol. 28(2), pages 19-27.
  47. Jie Hou & Wendong Shi & Jingwei Sun, 2019. "Stock Returns, weather, and air conditioning," PLOS ONE, Public Library of Science, vol. 14(7), pages 1-10, July.
  48. Yang, Chih-Yuan & Jhang, Ling-Jhen & Chang, Chia-Chien, 2016. "Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market," Pacific-Basin Finance Journal, Elsevier, vol. 37(C), pages 35-51.
  49. Ahn, Yongkil & Kim, Dongyeon, 2021. "Emotional trading in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 42(C).
  50. 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.
  51. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
  52. Kaplanski, Guy & Levy, Haim, 2010. "Sentiment and stock prices: The case of aviation disasters," Journal of Financial Economics, Elsevier, vol. 95(2), pages 174-201, February.
  53. Christos Floros, 2011. "On the relationship between weather and stock market returns," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(1), pages 5-13, March.
  54. Yuree Lim & Kyoung Tae Kim, 2019. "Afraid of the stock market," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 773-810, October.
  55. Erik Theissen, 2007. "An analysis of private investors' stock market return forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 35-43.
  56. Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015. "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , vol. 16(7), pages 735-759, October.
  57. Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  58. Nils Muhlack & Christian Soost & Christian Johannes Henrich, 2022. "Does Weather Still Affect The Stock Market?," Schmalenbach Journal of Business Research, Springer, vol. 74(1), pages 1-35, March.
  59. Abudy, Menachem (Meni) & Mugerman, Yevgeny & Shust, Efrat, 2022. "The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest," Journal of Banking & Finance, Elsevier, vol. 137(C).
  60. Dong, Rui & Fisman, Raymond & Wang, Yongxiang & Xu, Nianhang, 2021. "Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts," Journal of Financial Economics, Elsevier, vol. 139(3), pages 971-984.
  61. Truong, Quang-Thai & Tran, Quynh-Nhu & Bakry, Walid & Nguyen, Duc Nguyen & Al-Mohamad, Somar, 2021. "Football sentiment and stock market returns: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  62. Chen, Daniel L. & Prescott, J.J., 2016. "Implicit Egoism in Sentencing Decisions: First Letter Name Effects with Randomly Assigned Defendants," IAST Working Papers 16-56, Institute for Advanced Study in Toulouse (IAST).
  63. Yi-Hsien Wang & Chin-Tsai Lin & Jung Lin, 2012. "Does weather impact the stock market? Empirical evidence in Taiwan," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(2), pages 695-703, February.
  64. Kim, Jae H., 2017. "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
  65. Jim-Chen Ko & Fu-Min Chang & Yu-Hao Chen & Yih-Bey Lin & Nicholas Lee, 2019. "Does Air Pollution Cause the Retail Investor s Disposition Effect in Taiwan Mutual Fund Markets?," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 75-82.
  66. Hyein Shim & Maria H. Kim & Doojin Ryu, 2017. "Effects of intraday weather changes on asset returns and volatilities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 35(2), pages 301-330.
  67. Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
  68. Robin Hogarth & Mariona Portell & Anna Cuxart, 2010. "The role of incidental variables of time in mood assessment," Economics Working Papers 1228, Department of Economics and Business, Universitat Pompeu Fabra.
  69. Joel Peress & Daniel Schmidt, 2020. "Glued to the TV: Distracted Noise Traders and Stock Market Liquidity," Journal of Finance, American Finance Association, vol. 75(2), pages 1083-1133, April.
  70. Janina Enachescu & Ziga Puklavec & Jerome Olsen & Erich Kirchler, 2021. "Tax compliance is not fundamentally influenced by incidental emotions: An experiment," Economics of Governance, Springer, vol. 22(4), pages 345-362, December.
  71. Edimilson Costa Lucas & Wesley Mendes Da Silva & Gustavo Silva Araujo, 2017. "Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?," Working Papers Series 462, Central Bank of Brazil, Research Department.
  72. Qadan, Mahmoud, 2019. "Risk appetite, idiosyncratic volatility and expected returns," International Review of Financial Analysis, Elsevier, vol. 65(C).
  73. Khuu, Joyce & Durand, Robert B. & Smales, Lee A., 2016. "Melancholia and Japanese stock returns – 2003 to 2012," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 424-437.
  74. Dong, Ming & Tremblay, Andréanne, 2022. "Global weather-based trading strategies," Journal of Banking & Finance, Elsevier, vol. 143(C).
  75. Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1-2), pages 710-727, January.
  76. Giulietti, Corrado & Tonin, Mirco & Vlassopoulos, Michael, 2020. "When the market drives you crazy: Stock market returns and fatal car accidents," Journal of Health Economics, Elsevier, vol. 70(C).
  77. Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016. "Sentiments, financial markets, and macroeconomic fluctuations," Journal of Financial Economics, Elsevier, vol. 120(2), pages 420-443.
  78. Anya Krivelyova & Cesare Robotti, 2003. "Playing the field: Geomagnetic storms and international stock markets," FRB Atlanta Working Paper 2003-5, Federal Reserve Bank of Atlanta.
  79. Birru, Justin, 2018. "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, vol. 130(1), pages 182-214.
  80. Boyle, Glenn & Hagan, Andrew & O'Connor, R. Seini, 2004. "Emotion, Fear and Superstition in the New Zealand Stockmarket," Working Paper Series 18969, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  81. Apergis, Nicholas & Gupta, Rangan, 2017. "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 377-386.
  82. Bogdan Dima & Laura Raisa MiloÅŸ, 2009. "Testing The Efficiency Market Hypothesis For The Romanian Stock Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-41.
  83. Pan, Wei-Fong, 2018. "Evidence of Investor Sentiment Contagion across Asset Markets," MPRA Paper 88561, University Library of Munich, Germany.
  84. Wu, Qinqin & Chou, Robin K. & Lu, Jing, 2020. "How does air pollution-induced fund-manager mood affect stock markets in China?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
  85. Bouteska, Ahmed, 2019. "The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
  86. Jiekun Huang & Nianhang Xu & Honghai Yu, 2020. "Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?," Management Science, INFORMS, vol. 66(10), pages 4455-4476, October.
  87. 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, June.
  88. Daglis, Theodoros & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Papadakis, Theodoulos Eleftherios, 2020. "The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility," Research in International Business and Finance, Elsevier, vol. 52(C).
  89. Fung, Ka Wai Terence & Demir, Ender & Lau, Marco Chi Keung & Chan, Kwok Ho, 2013. "An Examination of Sports Event Sentiment: Microeconomic Evidence from Borsa Istanbul," MPRA Paper 52874, University Library of Munich, Germany.
  90. Guo, Mengmeng & Wei, Mengxin & Huang, Lin, 2022. "Does air pollution influence investor trading behavior? Evidence from China," Emerging Markets Review, Elsevier, vol. 50(C).
  91. Stefano DellaVigna, 2009. "Psychology and Economics: Evidence from the Field," Journal of Economic Literature, American Economic Association, vol. 47(2), pages 315-372, June.
  92. Paolo Figini & Simona Cicognani & Lorenzo Zirulia, 2023. "Booking in the Rain. Testing the Impact of Public Information on Prices," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(3), pages 1329-1364, November.
  93. Hadhri, Sinda, 2023. "Do cryptocurrencies feel the music?," International Review of Financial Analysis, Elsevier, vol. 89(C).
  94. Liu, Huajin & Zhang, Wei & Zhang, Xiaotao & Liu, Jia, 2021. "Temperature and trading behaviours," International Review of Financial Analysis, Elsevier, vol. 78(C).
  95. Chinnadurai Kathiravan & Murugesan Selvam & Desti Kannaiah & Kasilingam Lingaraja & Vadivel Thanikachalam, 2019. "On the relationship between weather and Agricultural Commodity Index in India: a study with reference to Dhaanya of NCDEX," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(2), pages 667-683, March.
  96. Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020. "Mood beta and seasonalities in stock returns," Journal of Financial Economics, Elsevier, vol. 137(1), pages 272-295.
  97. Levy, Tamir & Yagil, Joseph, 2011. "Air pollution and stock returns in the US," Journal of Economic Psychology, Elsevier, vol. 32(3), pages 374-383, June.
  98. Wang, Albert Y. & Young, Michael, 2020. "Terrorist attacks and investor risk preference: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, vol. 137(2), pages 491-514.
  99. Bazley, William J. & Dayani, Arash & Jannati, Sima, 2021. "Transient emotions, perceptions of well-being, and mutual fund flows," Finance Research Letters, Elsevier, vol. 41(C).
  100. 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.
  101. Dimitrios Kourtidis & Željko Šević & Prodromos Chatzoglou, 2016. "Mood and stock returns: evidence from Greece," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(2), pages 242-258, May.
  102. Lijuan Peng & Zhenglan Xia & Yisu Huang & Zhigang Pan, 2023. "Role of weather in the natural gas market: Insights from the STL‐GARCH‐W method," International Finance, Wiley Blackwell, vol. 26(3), pages 304-323, December.
  103. Svetlana Vlady & Ekrem Tufan, PhD, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 184-197, November.
  104. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March.
  105. Kliger, Doron & Kudryavtsev, Andrey, 2013. "Volatility expectations and the reaction to analyst recommendations," Journal of Economic Psychology, Elsevier, vol. 37(C), pages 1-6.
  106. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," Working Papers hal-04141071, HAL.
  107. Kliger, Doron & Levy, Ori, 2008. "Mood impacts on probability weighting functions: "Large-gamble" evidence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(4), pages 1397-1411, August.
  108. Tobias Schlager & Emanuel de Bellis & JoAndrea Hoegg, 2020. "How and when weather boosts consumer product valuation," Journal of the Academy of Marketing Science, Springer, vol. 48(4), pages 695-711, July.
  109. Samahita, Margaret & Holm, Håkan J., 2020. "Mining for Mood Effect in the Field," Working Papers 2020:2, Lund University, Department of Economics.
  110. Fjesme, Sturla Lyngnes & Lv, Jin Roc & Shekhar, Chander, 2023. "The world cup in football and the US IPO market," Journal of Corporate Finance, Elsevier, vol. 80(C).
  111. Razvan STEFANESCU & Ramona DUMITRIU, 2011. "The SAD Cycle for the Bucharest Stock Exchange," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 372-377.
  112. Patrick Brockett & Linda Goldens & Min-Ming Wen & Charles Yang, 2009. "Pricing Weather Derivatives Using the Indifference Pricing Approach," North American Actuarial Journal, Taylor & Francis Journals, vol. 13(3), pages 303-315.
  113. Karolis Liaudinskas, 2022. "Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders," Working Paper 2022/6, Norges Bank.
  114. Jo Thori Lind, 2019. "Spurious weather effects," Journal of Regional Science, Wiley Blackwell, vol. 59(2), pages 322-354, March.
  115. Kaustia, Markku & Rantapuska, Elias, 2016. "Does mood affect trading behavior?," Journal of Financial Markets, Elsevier, vol. 29(C), pages 1-26.
  116. Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis, 2016. "Investor mood, herding and the Ramadan effect," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 23-38.
  117. 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.
  118. Sun, Qian & Cheng, Xiaoke & Gao, Shenghao & Chen, Tao & Liu, Jia, 2023. "Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions," Journal of Corporate Finance, Elsevier, vol. 80(C).
  119. Waldemar Tarczyński & Urszula Mentel & Grzegorz Mentel & Umer Shahzad, 2021. "The Influence of Investors’ Mood on the Stock Prices: Evidence from Energy Firms in Warsaw Stock Exchange, Poland," Energies, MDPI, vol. 14(21), pages 1-25, November.
  120. Jochen M. Schmittmann & Jenny Pirschel & Steffen Meyer & Andreas Hackethal, 2015. "The Impact of Weather on German Retail Investors," Review of Finance, European Finance Association, vol. 19(3), pages 1143-1183.
  121. Jiang, Danling & Norris, Dylan & Sun, Lin, 2021. "Weather, institutional investors and earnings news," Journal of Corporate Finance, Elsevier, vol. 69(C).
  122. Brian Lucey, 2010. "Lunar seasonality in precious metal returns?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 835-838.
  123. Sun, Yunpeng & Bao, Qun & Lu, Zhou, 2021. "Coronavirus (Covid-19) outbreak, investor sentiment, and medical portfolio: Evidence from China, Hong Kong, Korea, Japan, and U.S," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
  124. Kovács, Balázs, 2017. "Too hot to reject: The effect of weather variations on the patent examination process at the United States Patent and Trademark Office," Research Policy, Elsevier, vol. 46(10), pages 1824-1835.
  125. CURATOLA, Giuliano & DONADELLI, Michael & KIZYS, Renatas & RIEDEL, Max, 2016. "Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games," Finance Research Letters, Elsevier, vol. 17(C), pages 267-274.
  126. Hong, Harrison & Yu, Jialin, 2009. "Gone fishin': Seasonality in trading activity and asset prices," Journal of Financial Markets, Elsevier, vol. 12(4), pages 672-702, November.
  127. Theresa Treffers & Philipp D. Koellinger & Arnold Picot, 2016. "Do Affective States Influence Risk Preferences?," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(3), pages 309-335, December.
  128. Boris Maciejovsky & Herbert Schwarzenberger & Erich Kirchler, 2012. "Rationality Versus Emotions: The Case of Tax Ethics and Compliance," Journal of Business Ethics, Springer, vol. 109(3), pages 339-350, September.
  129. Kaplanski, Guy & Levy, Haim, 2010. "Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(2), pages 535-553, April.
  130. Liang, Chao & Xia, Zhenglan & Lai, Xiaodong & Wang, Lu, 2022. "Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model," Energy Economics, Elsevier, vol. 116(C).
  131. Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023. "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 369-381.
  132. Kaustia, Markku & Rantapuska, Elias, 2013. "Does mood affect trading behavior?," SAFE Working Paper Series 4, Leibniz Institute for Financial Research SAFE.
  133. 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.
  134. Xianfeng Hao & Yudong Wang, 2023. "Cloud cover and expected oil returns," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
  135. Alex Edmans & Diego García & Øyvind Norli, 2007. "Sports Sentiment and Stock Returns," Journal of Finance, American Finance Association, vol. 62(4), pages 1967-1998, August.
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