Instrumental-Variable Estimation Of Bangkokweather Effects In The Stock Exchange Of
Thailand

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Instrumental-Variable Estimation Of Bangkokweather Effects In The Stock Exchange Of Thailand

The incorrect fxed-effect assumption, missing-data problem, omitted-variable problem, and errors-in-variables (EIV) problem are estimation problems that are generally found in studies on weather effects on asset returns. This study proposes an approach that can address these problems simultaneous...

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Bibliographic Details
Main Author:	Khanthavit, Anya
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2017
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/37123/ http://eprints.usm.my/37123/1/aamjaf13012017_4.pdf

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