The extreme temperature factor in asset pricing models : evidence from Europe
Year of publication: |
2024
|
---|---|
Authors: | González Sánchez, Mariano ; Arguedas Sanz, Raquel ; San Juan, Ana I. Segovia |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 66.2024, Art.-No. 105620, p. 1-10
|
Subject: | Asset pricing model | Multifactor model | Temperature factor | Temperature shocks | CAPM | Wetter | Weather | Klimawandel | Climate change | Europa | Europe | Schock | Shock |
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