The effect of weather on stock returns: A comparison between emerging and developed markets. Este artículo no está disponible.
Idioma: inglés
Editorial: Anchor Academic Publishing, 2013
- Tapa blanda
- Nuevo
Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
Vendedor de 5 estrellas
Vendedor de IberLibro desde 25 de marzo de 2015
No disponible
Tapa blanda
Condición: Nuevo
EUR 60,40
Descripción del artículo del vendedor
In English.
N° de ref. del artículo ria9783954890569_new
- Título
- The effect of weather on stock returns: A comparison between emerging and developed markets
- Autor
- Prodan, Irina
- Editorial
- Anchor Academic Publishing
- Año de publicación
- 2013
- Estado
- New
- Encuadernación
- Encuadernación de tapa blanda
- Idioma
- inglés
- ISBN 10
- 3954890569
- ISBN 13
- 9783954890569
- Peso del artículo
- 209 gramos
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.
“Sinopsis” puede pertenecer a otra edición de este título.
Reseña del editor
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.
“Acerca de” puede pertenecer a otra edición de este título.
Resultados de la búsqueda para The effect of weather on stock returns: A comparison between emerging and developed markets
Hay 2 copias más de este libroVer todos los resultados