Weather and intraday patterns in stock returns and trading activity

NCUIR > School of Management at National Central University > Graduate Institute of Finance > journal & Dissertation > Item 987654321/31314

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31314

Title:	Weather and intraday patterns in stock returns and trading activity
Authors:	Chang,Shao-Chi;Chen,Sheng-Syan;Chou,Robin K.;Lin,Yueh-Hsiang
Contributors:	財務金融研究所
Keywords:	BID-ASK SPREADS;CONDITIONAL HETEROSKEDASTICITY;MARKET-EFFICIENCY;PRICE REVERSALS;LOSING SLEEP;LIMIT ORDERS;NYSE STOCKS;REAL-TIME;VOLATILITY;VOLUME
Date:	2008
Issue Date:	2010-07-06 17:41:58 (UTC+8)
Publisher:	中央大學
Abstract:	We examine the relation between weather in New York City and intraday returns and trading patterns of NYSE stocks. While stock returns arc found to be generally lower on cloudier days, cloud cover has a significant influence on stock returns only M the ma
Relation:	JOURNAL OF BANKING & FINANCE????
Appears in Collections:	[Graduate Institute of Finance] journal & Dissertation

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