The effect of weather on stock returns: A comparison between emerging and developed markets. Cet article n’est pas disponible.
Langue : anglais
Edité par Anchor Academic Publishing, 2013
- Livre broché
- Neuf
Vendeur : Ria Christie Collections, Uxbridge, Royaume-UniRia Christie Collections
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Etat: Neuf
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A propos de cet article
In English.
N° de réf. du vendeur ria9783954890569_new
- Titre
- The effect of weather on stock returns: A comparison between emerging and developed markets
- Auteur
- Prodan, Irina
- Éditeur
- Anchor Academic Publishing
- Année de publication
- 2013
- État de l'article
- New
- Reliure
- Couverture souple
- Langue
- anglais
- ISBN à 10 chiffres
- 3954890569
- ISBN à 13 chiffres
- 9783954890569
- Poids de l'article
- 209 grammes
One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship between the weather, and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development, and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed, and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment.
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