Weather effects on returns: An empirical study of UK stock market
This study investigates the weather effects on UK stock market. Three weather variables of London are examined: sunshine hours, temperature and humidity level. FTSE100 index is chosen as the proxy of UK stock market. The period of the sample data is covered from January 1996 to December 2005. Both t...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/25133/ |