Is there still a weather anomaly? An investigation of stock and foreign exchange markets

Author:

Andrikopoulos Athanasios,Wang Changyu,Zheng Min

Funder

National Natural Science Foundation of China

111 Project

Publisher

Elsevier BV

Subject

Finance

Reference26 articles.

1. Value and momentum everywhere;Asness;J. Finance,2013

2. Bank for International Settlements (BIS), 2016. Triennial Central Bank Survey, Basel, Switzerland, 1–23.

3. Carry trade and momentum in currency markets;Burnside;Annu. Rev. Financ. Econ.,2011

4. Stock market returns: A note on temperature anomaly;Cao;J. Bank. Finance,2005

5. Weather and intraday patterns in stock returns and trading activity;Chang;J. Bank. Finance,2008

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