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Does tropical weather condition affect investor behaviour? : case of Indonesian stock market

Rayenda Brahmana; Chee-Wooi Hooy; Ahmad, Zamri - In: Global business & economics review 17 (2015) 2, pp. 188-202

Persistent link: https://www.econbiz.de/10011337096

Does the weather have impacts on returns and trading acitivities in order-driven stock markets? : evidence from China

Lu, Jing; Chou, Robin K. - In: Journal of empirical finance 19 (2012) 1, pp. 79-93

Persistent link: https://www.econbiz.de/10009615815

Does weather still affect the stock market? : new insights into the effects of weather on returns, volatility and trading volume

Muhlack, Nils; Soost, Christian; Henrich, Christian Johannes - In: Schmalenbach journal of business research : SBUR 74 (2022) 1, pp. 1-35

This paper examines the impact of weather phenomena on the German stock market, evaluating cloud cover, humidity, air … pressure, precipitation, temperature, and wind speed as weather variables. We use stock market data (returns, trading volume …-series (GARCH) models that air pressure is the only weather variable that exerts a potentially consistent effect on the stock market …

Persistent link: https://www.econbiz.de/10013199375

The US stock market at sector level : inflation news, 1990-2013

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Applied econometrics and international development 18 (2018) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10012000540

An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets

Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262

Persistent link: https://www.econbiz.de/10011847010

Bad news travels slowly : size, analyst coverage, and the profitability of momentum strategies

Hong, Harrison G.; Lim, Terence; Stein, Jeremy C. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 265-295

Persistent link: https://www.econbiz.de/10001496992

Trading volume and cross-autocorrelations in stock returns

Chordia, Tarun; Swaminathan, Bhaskaran - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 913-935

Persistent link: https://www.econbiz.de/10001497303

Noise trading, transaction costs, and the relationship of stock returns and trading volume

Kramer, Charles - In: International review of economics & finance : IREF 8 (1999) 4, pp. 343-362

Persistent link: https://www.econbiz.de/10001443963

The intraday relation between return volatility, transactions, and volume

Xu, Xiaoqing Eleanor; Wu, Chunchi - In: International review of economics & finance : IREF 8 (1999) 4, pp. 375-397

Persistent link: https://www.econbiz.de/10001443969

Forecasting crashes : trading volume, past returns and conditional skewness in stock prices

Chen, Joseph; Hong, Harrison G.; Stein, Jeremy C. - 2000

Persistent link: https://www.econbiz.de/10001474371