(Unusual) weather and stock returns - I am not in the mood for mood: further evidence from international markets

This paper investigates the explanatory power of weather variables deviations in two leading international financial trading centres (New York and London) on 58 global stock indices over the period September 2000 to December 2013. The empirical results find that unusual deviations of weather variabl...

Full description

Bibliographic Details
Main Authors: Apergis, N., Gabrielsen, A., Smales, Lee
Format: Journal Article
Published: Springer 2016
Online Access:http://hdl.handle.net/20.500.11937/29465