Effects of intraday weather changes on asset returns and volatilities
Hyein Shim, Maria H. Kim, Doojin Ryu
| Year of publication: |
2017
|
|---|---|
| Authors: | Shim, Hyein ; Kim, Maria H. ; Ryu, Doojin |
| Subject: | asset returns | behavioral finance | GJR-GARCH | intraday analyses | weather effect | volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Wetter | Weather | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18045/zbefri.2017.2.301 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211753