Does weather impact the stock market? Empirical evidence in Taiwan

2011/01/19 by Yi-Hsien Wang, Yi‐Hsien Wang, Chin-Tsai Lin +2
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Housing Market and Economics

paper · doi:10.1007/s11135-010-9422-9

Citations

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Autoregressive Conditional Skewness