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Keywords: Temperature region
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2021) 10 (2): 207–249.
Published: 24 June 2021
... sample from 49 countries from 1973 to 2012, we find strong effects on stock returns of all five weather variables and all but the sunshine effect vary across temperature regions and seasons. The systematic patterns of weather effects across climates and seasons suggest that weather influences stock...
Includes: Supplementary data
