Weather effects on stock returns and volatility in South Asian markets
Muhammad Fayyaz Sheikh, Syed Zulfiqar Ali Shah, Shahid Mahmood
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Sheikh, Muhammad Fayyaz ; Ali Shah, Syed Zulfiqar ; Mahmood, Shahid |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 24.2017, 2, p. 75-107
|
| Subject: | Anomaly | GARCH models | Investor sentiments | SAD | Stock returns | Temperature | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Wetter | Weather | Volatilität | Volatility | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-017-9225-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797611