A comprehensive reexamination of the weather effects
Author:
Funder
Chang Gung University
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-023-02492-w.pdf
Reference44 articles.
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2. Ariel RA (1987) A monthly effect in stock returns. J Financ Econ 18:161–174. https://doi.org/10.1016/0304-405X(87)90066-3
3. Baker M, Wurgler J (2006) Investor sentiment and the cross-section of stock returns. J Financ 61(4):1645–1680. https://doi.org/10.1111/j.1540-6261.2006.00885.x
4. Cao M, Wei J (2005) Stock market returns: a note on temperature anomaly. J Bank Financ 29(6):1559–1573. https://doi.org/10.1016/j.jbankfin.2004.06.028
5. Chamberlain G, Rothschild M (1983) Arbitrage, factor structure, and mean-variance analysis on large asset markets. Econometrica 51(5):1281–1304. https://doi.org/10.2307/1912275
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