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Journal of Banking and Finance

Volumn 33, Issue 3, 2009, Pages 583-587

Is it the weather? Response

(2) Jacobsen, Ben a Marquering, Wessel b

a MASSEY UNIVERSITY (New Zealand)

b ERASMUS UNIVERSITY (Netherlands)

Author keywords

Seasonal affective disorder; Sell in May; Spurious correlations; Stock market seasonality

Indexed keywords

EID: 58149171928 PISSN: 03784266 EISSN: None Source Type: Journal
DOI: 10.1016/j.jbankfin.2008.09.011 Document Type: Note

Times cited : (30)

References (13)

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- Bouman S., and Jacobsen B. The Halloween indicator, sell in May and go away: another puzzle. American Economic Review 92 5 (2002) 1618-1635
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- Bouman, S.¹ Jacobsen, B.²

2
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- Stock market returns: a note on temperature anomaly
- Cao M., and Wei J. Stock market returns: a note on temperature anomaly. Journal of Banking and Finance 29 6 (2005) 1559-1573
- (2005) Journal of Banking and Finance , vol.29 , Issue.6 , pp. 1559-1573
- Cao, M.¹ Wei, J.²

3
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- Working Paper, University of Toronto
- DeGennaro R., Kamstra MarkJ., and Kramer LisaA. Does Risk Aversion Vary During the Year? Evidence from Bid-Ask Spreads (2008), Working Paper, University of Toronto
- (2008) Does Risk Aversion Vary During the Year? Evidence from Bid-Ask Spreads
- DeGennaro, R.¹ Kamstra, MarkJ.² Kramer, LisaA.³

4
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- The optimism cycle: sell in May
- Doeswijk RonaldQ. The optimism cycle: sell in May. De Economist 156 2 (2008) 175-200
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- Doeswijk, RonaldQ.¹

5
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- Winter blues and time variation in the price of risk
- Garrett I., Kamstra M.J., and Kramer L.A. Winter blues and time variation in the price of risk. Journal of Empirical Finance 12 2 (2005) 291-316
- (2005) Journal of Empirical Finance , vol.12 , Issue.2 , pp. 291-316
- Garrett, I.¹ Kamstra, M.J.² Kramer, L.A.³

6
- 58149171433
- Hong, Harrison G., Jialin Yu, 2007. Gone fishin': Seasonality in trading Activity and asset prices. Available at SSRN: .
- Hong, Harrison G., Jialin Yu, 2007. Gone fishin': Seasonality in trading Activity and asset prices. Available at SSRN: .

7
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- Is it the weather?
- Jacobsen B., and Marquering W. Is it the weather?. Journal of Banking and Finance 32 4 (2008) 526-540
- (2008) Journal of Banking and Finance , vol.32 , Issue.4 , pp. 526-540
- Jacobsen, B.¹ Marquering, W.²

8
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- Losing sleep at the market: the daylight savings anomaly
- Kamstra M.J., Kramer L.A., and Levi M.D. Losing sleep at the market: the daylight savings anomaly. American Economic Review 90 4 (2000) 1005-1011
- (2000) American Economic Review , vol.90 , Issue.4 , pp. 1005-1011
- Kamstra, M.J.¹ Kramer, L.A.² Levi, M.D.³

9
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- Winter blues: a SAD stock market cycle
- Kamstra M.J., Kramer L.A., and Levi M.D. Winter blues: a SAD stock market cycle. American Economic Review 93 1 (2003) 324-343
- (2003) American Economic Review , vol.93 , Issue.1 , pp. 324-343
- Kamstra, M.J.¹ Kramer, L.A.² Levi, M.D.³

10
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- Kamstra, Mark J., Lisa A. Kramer, Maurice D. Levi, 2008. Opposing seasonalities in Treasury versus equity returns, University of Toronto Working Paper, available at SSRN: .
- Kamstra, Mark J., Lisa A. Kramer, Maurice D. Levi, 2008. Opposing seasonalities in Treasury versus equity returns, University of Toronto Working Paper, available at SSRN: .

11
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- Working Paper, University of South Florida
- Kelly P.J., and Meschke F. Sentiment and Stock Returns: the SAD Revisited (2007), Working Paper, University of South Florida
- (2007) Sentiment and Stock Returns: the SAD Revisited
- Kelly, P.J.¹ Meschke, F.²

12
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- Losing sleep at the market: comment
- Pinegar M. Losing sleep at the market: comment. American Economic Review 92 4 (2002) 1251-1256
- (2002) American Economic Review , vol.92 , Issue.4 , pp. 1251-1256
- Pinegar, M.¹

13
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- Wansink, Brian and Cynthia Sangerman, 2000. Engineering comfort foods. American Demographics, July, pp. 66-67.
- Wansink, Brian and Cynthia Sangerman, 2000. Engineering comfort foods. American Demographics, July, pp. 66-67.

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.