Can (unusual) weather conditions in New York predict South African stock returns?

Author:

Apergis Nicholas,Gupta Rangan

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference60 articles.

1. (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets;Apergis;Financ. Mark. Portfolio Manage.,2016

2. Structural breaks and predictive regressions models of South African equity premium;Aye;Front. Financ. Econ.,2013

3. Does debt ceiling and government shutdown help in forecasting the US equity risk premium?;Aye;Panoeconomicus,2016

4. Predicting South African equity premium using domestic and global economic policy uncertainty indices: evidence from a Bayesian graphical model;Balcilar,2015

5. South African stock returns predictability using domestic and global economic policy uncertainty: evidence from a nonparametric causality-in-quantiles approach;Balcilar;Front. Financ. Econ.,2016

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