Are stock market returns related to the weather effects? Empirical evidence from Taiwan

Author:

Chang Tsangyao,Nieh Chien-Chung,Yang Ming Jing,Yang Tse-Yu

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference26 articles.

1. Stock prices and Wall Street weather;Saunders;Am. Econ. Rev.,1993

2. Stock prices and Wall Street weather: additional evidence;Trombley;Q. J. Bus. Econ.,1997

3. Stocks and the weather: an exercise in data mining or yet another capital market anomaly?;Krämer;Empirical Econ.,1997

4. W.N. Goetzmann, N. Zhu, Rain or shine: where is the weather effect? NBER Working Paper Series, Working Paper 9465, 2003.

5. Good day sunshine: stock returns and the weather;Hirshleifer;J. Finance,2003

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