2019-08-23
The weather effect An analysis of individual and institutional investors on Dutch and Spanish markets
Publication
Publication
This study analyses the effect of weather variables on stock returns on Dutch and Spanish markets. Specifically, number of sunshine hours is examined. Data are collected from both small- and large capital indices per country, representing individual and institutional investors respectively. Using time series regressions, and controlling for different weather variables and seasonal anomalies, no significant relationship is found between number of sunshine hour and stock returns.
Additional Metadata | |
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Bliek, R. de | |
hdl.handle.net/2105/49295 | |
Business Economics | |
Organisation | Erasmus School of Economics |
Camelia, I.G. (2019, August 23). The weather effect An analysis of individual and institutional investors on Dutch and Spanish markets. Business Economics. Retrieved from http://hdl.handle.net/2105/49295
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