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Volumn 9, Issue 1, 2003, Pages 117-126

Spanish stock returns: Where is the weather effect?

Author keywords

Stock returns; Trading system; Weather

Indexed keywords


EID: 80051987582     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00210     Document Type: Article
Times cited : (67)

References (8)
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    • (2002) Working Paper, No. 02–27
    • Goetzmann, W.N.1    Zhu, N.2
  • 3
    • 0003800413 scopus 로고    scopus 로고
    • Good day sunshine, stock returns and the weather
    • Dice Center)
    • Hirshleifer, D. And Shumway, T., ‘Good day sunshine, stock returns and the weather’, Working Paper, No. 3 (Dice Center, 2001).
    • (2001) Working Paper, No. 3
    • Hirshleifer, D.1    Shumway, T.2
  • 4
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    • A multidimensional approach to the relationship between mood and weather
    • Howarth, E. And Hoffman, M. S., ‘A multidimensional approach to the relationship between mood and weather’, British Journal of Psychology, Vol. 75, 1984, pp. 15–23.pmid/6704634
    • (1984) British Journal of Psychology , vol.75 , pp. 15-23
    • Howarth, E.1    Hoffman, M.S.2
  • 5
    • 0000387425 scopus 로고    scopus 로고
    • 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, Vol. 90, 2000, pp. 1005–1012.
    • (2000) American Economic Review , vol.90 , pp. 1005-1012
    • Kamstra, M.J.1    Kramer, L.A.2    Levi, M.D.3
  • 6
    • 85040398015 scopus 로고    scopus 로고
    • Winter blues: A SAD stock market cycle
    • Federal Reserve Bank of Atlanta)
    • Kamstra, M. J., Kramer, L. A. And Levi, M. D., ‘Winter blues: A SAD stock market cycle’, Working Paper, No. 13 (Federal Reserve Bank of Atlanta, 2002).
    • (2002) Working Paper, No. 13
    • Kamstra, M.J.1    Kramer, L.A.2    Levi, M.D.3
  • 7
    • 0010113242 scopus 로고    scopus 로고
    • Stocks and the weather: An exercise in data mining or yet another capital market anomaly?
    • Krämer, W. And Runde, R., ‘Stocks and the weather: An exercise in data mining or yet another capital market anomaly?’, Empirical Economics, Vol. 11, 1997, pp. 637–641.
    • (1997) Empirical Economics , vol.11 , pp. 637-641
    • Krämer, W.1    Runde, R.2
  • 8
    • 0001601892 scopus 로고
    • Stock prices and Wall Street weather
    • Saunders, E. M., ‘Stock prices and Wall Street weather’, American Economic Review, Vol. 83, 1993, pp. 1337–1345.
    • (1993) American Economic Review , vol.83 , pp. 1337-1345
    • Saunders, E.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.