Stocks and the Weather : An Exercise in Data Mining or Yet Another Capital Market Anomaly?

We try to replicate the findings in Saunders (1993) that stock prices are quot;systematically affected by local weatherquot;. Using German data, we find that whether or not the null hypothesis of no relationship can be rejected depends mostly on the way the null hypothesis is phrased, and that no systematic relationship seems to exist

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Year of publication:	[1998]
Authors:	Krämer, Walter
Other Persons:	Runde, Ralf (contributor)
Publisher:	[1998]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Notes:	In: Empirical Economics, No. 22 (1997) Volltext nicht verfügbar
Classification:	C12 - Hypothesis Testing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012790669