Several studies have been employed to discuss the link between weather and market returns. However, our research is different in three ways. We employed in tropical country, added extreme condition, and covering the entire Indonesia weather proportionally. This paper revisits the weather-induced...

We investigate the stock market overreaction in Bursa Malaysia from January 2000 to October 2010 using weekly data. We find that winner portfolios tend to have negative returns whereas loser portfolios have positive returns for various holding periods from 1 to 52 weeks. Loser stocks experience...