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Daily weather effects on the returns of Australian stock indices

Citations

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Cited by:

  1. Benjamin Cisagara, 2024. "Finance and climate change: assessing the impact of physical, transition, and regulation risks on asset pricing valuation," Journal of Asset Management, Palgrave Macmillan, vol. 25(7), pages 630-652, December.
  2. Renatas Kizys & Wael Rouatbi & Zaghum Umar & Adam Zaremba, 2024. "Air temperature and sovereign bond returns," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 33(2), pages 179-209, May.
  3. Su, Yuandong & Lu, Xinjie & Zeng, Qing & Huang, Dengshi, 2022. "Good air quality and stock market returns," Research in International Business and Finance, Elsevier, vol. 62(C).
  4. 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.
  5. 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.
  6. 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.
  7. Bakri Abdul Karim & Muhammad Hafiz Mohd Shukri & Sharon Tay Chyu Yuin, 2018. "Weather, Mood and Stock Market Returns in Argentina," Accounting and Finance Research, Sciedu Press, vol. 7(4), pages 159-159, November.
  8. Mr. Dileep N & Dr. G. Kotreshwar, 2023. "Interrelationship between Rainfall Index and Nifty Index: An Empirical Study," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 95-106.
  9. Schulte-Huermann, Astrid, 2020. "Impact of Weather on the Stock Market Returns of Different Industries in Germany," Junior Management Science (JUMS), Junior Management Science e. V., vol. 5(3), pages 295-311.
  10. Senarathne Chamil W., 2018. "The Impact of Corporate Cultural Behaviour on Common Stock Return: Some Implications for Corporate Governance," Management of Organizations: Systematic Research, Sciendo, vol. 80(1), pages 115-130, December.
  11. Sveltana Vlady, 2015. "The Effect of Climate Change on Australian Stock Equity Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 88-109.
  12. González-Sánchez, Mariano & Arguedas Sanz, Raquel & Segovia San Juan, Ana I., 2024. "The extreme temperature factor in asset pricing models: Evidence from Europe," Finance Research Letters, Elsevier, vol. 66(C).
  13. Andrew Worthington, 2009. "An Empirical Note on Weather Effects in the Australian Stock Market," Economic Papers, The Economic Society of Australia, vol. 28(2), pages 148-154, June.
  14. 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).
  15. Muhammad Shehryar*, 2025. "The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 9(3), pages 558-565, March.
  16. 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.
  17. 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.
  18. Kim, Jae H. & Shamsuddin, Abul, 2023. "Stock market anomalies: An extreme bounds analysis," International Review of Financial Analysis, Elsevier, vol. 90(C).
  19. Ibrahim Filiz, 2021. "Emotions and Exposure to Risk: the Influence of Positive and Negative Emotions on Portfolio Decisions," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 10(1), pages 1-3.
  20. 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.
  21. 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.
  22. Dong, Xiyong & Yoon, Seong-Min, 2023. "Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets," Energy Economics, Elsevier, vol. 121(C).
  23. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
  24. Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017. "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(2), pages 75-107, June.
  25. Shu, Hui-Chu, 2010. "Investor mood and financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 76(2), pages 267-282, November.
  26. Andy Saporoschenko, 2011. "The effect of Santa Ana wind conditions and cloudiness on Southern California stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 21(10), pages 683-694.
  27. 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.
  28. Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024. "Intraday analyses on weather-induced sentiment and stock market behavior," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
  29. Lu, Jing & Chou, Robin K., 2012. "Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 79-93.
  30. Sharad Asthana & Rachana Kalelkar, 2023. "Effect of geomagnetic activity on investors and managers: evidence from the pricing and timing of disclosure of earnings news," Asian Review of Accounting, Emerald Group Publishing Limited, vol. 31(3), pages 387-413, February.
  31. Wu, Qinqin & Hao, Ying & Lu, Jing, 2018. "Air pollution, stock returns, and trading activities in China," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 342-365.
  32. Fouzia Alloul & El Mehdi Ferrouhi, 2025. "Effect of Weather on Sectoral Stock Indices Returns and Volatilities: Evidence from the Moroccan Stock Market," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 17(3), pages 431-452, September.
  33. Guven, Cahit & Hoxha, Indrit, 2015. "Rain or shine: Happiness and risk-taking," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 1-10.
  34. Yan, Yumeng & Xiong, Xiong & Li, Shuo & Lu, Lei, 2022. "Will temperature change reduce stock returns? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 81(C).
  35. Silva, Pedro & Almeida, Liliana, 2011. "Weather and stock markets: empirical evidence from Portugal," MPRA Paper 54119, University Library of Munich, Germany.
  36. Zhuhua Jiang & Sang Hoon Kang & Chongcheul Cheong & Seong-Min Yoon, 2019. "The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns," IJFS, MDPI, vol. 7(4), pages 1-14, December.
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