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Losing Sleep at the Market: The Daylight Saving Anomaly

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Cited by:

  1. Joan Costa‐Font & Sarah Fleche & Ricardo Pagan, 2024. "The welfare effects of time reallocation: evidence from Daylight Saving Time," Economica, London School of Economics and Political Science, vol. 91(362), pages 547-568, April.
  2. Drakos, Konstantinos, 2010. "Terrorism activity, investor sentiment, and stock returns," Review of Financial Economics, Elsevier, vol. 19(3), pages 128-135, August.
  3. Aigbe Akhigbe & Melinda Newman & Ann Marie Whyte, 2021. "Is There a Differential Market Size Effect in U.S. Free Agent Signings? Evidence From Localized Sentiment Trading," Journal of Sports Economics, , vol. 22(6), pages 678-721, August.
  4. Baillon, Aurélien & Koellinger, Philipp D. & Treffers, Theresa, 2016. "Sadder but wiser: The effects of emotional states on ambiguity attitudes," Journal of Economic Psychology, Elsevier, vol. 53(C), pages 67-82.
  5. Roland W. Scholz, 2016. "Sustainable Digital Environments: What Major Challenges Is Humankind Facing?," Sustainability, MDPI, vol. 8(8), pages 1-31, July.
  6. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000. "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, vol. 90(4), pages 1005-1011, September.
  7. Kudela, Peter & Havranek, Tomas & Herman, Dominik & Irsova, Zuzana, 2020. "Does daylight saving time save electricity? Evidence from Slovakia," Energy Policy, Elsevier, vol. 137(C).
  8. Shanaev, Savva & Shuraeva, Arina & Fedorova, Svetlana, 2022. "The Groundhog Day stock market anomaly," Finance Research Letters, Elsevier, vol. 47(PA).
  9. Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017. "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(2), pages 75-107, June.
  10. Fischer Dirk-Hinnerk, 2016. "Making a Mark—Time Changing Politics from Estonia: An Alternative Idea for the British, Bulgarian and Estonian EU Presidency," TalTech Journal of European Studies, Sciendo, vol. 6(1), pages 175-191, February.
  11. Costa-Font, Joan & Fleche, Sarah & Pagan, Ricardo, 2024. "The labour market returns to sleep," Journal of Health Economics, Elsevier, vol. 93(C).
  12. Elisabeth Christen, 2017. "Time Zones Matter: The Impact of Distance and Time Zones on Services Trade," The World Economy, Wiley Blackwell, vol. 40(3), pages 612-631, March.
  13. Autore, Don M. & Jiang, Danling, 2019. "The preholiday corporate announcement effect," Journal of Financial Markets, Elsevier, vol. 45(C), pages 61-82.
  14. J. Michael Pinegar, 2002. "Losing Sleep at the Market: Comment," American Economic Review, American Economic Association, vol. 92(4), pages 1251-1256, September.
  15. Michael Ehrmann & David-Jan Jansen, 2016. "It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match," Review of Finance, European Finance Association, vol. 20(3), pages 1215-1233.
  16. Shu, Hui-Chu, 2010. "Investor mood and financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 76(2), pages 267-282, November.
  17. Joëts, Marc, 2014. "Energy price transmissions during extreme movements," Economic Modelling, Elsevier, vol. 40(C), pages 392-399.
  18. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," EconomiX Working Papers 2012-24, University of Paris Nanterre, EconomiX.
  19. Schaffner, Markus & Sarkar, Jayanta & Torgler, Benno & Dulleck, Uwe, 2018. "The implications of daylight saving time: A quasi-natural experiment on cognitive performance and risk taking behaviour," Economic Modelling, Elsevier, vol. 70(C), pages 390-400.
  20. Kirk-Reeve, Samuel & Gehricke, Sebastian A. & Ruan, Xinfeng & Zhang, Jin E., 2021. "National air pollution and the cross-section of stock returns in China," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  21. repec:vuw:vuwscr:18969 is not listed on IDEAS
  22. repec:ipg:wpaper:31 is not listed on IDEAS
  23. Qadan, Mahmoud & Kliger, Doron, 2016. "The short trading day anomaly," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 62-80.
  24. Felix Weinhardt, 2013. "The Importance of Time Zone Assignment: Evidence from Residential Electricity Consumption," SERC Discussion Papers serddp0126, Centre for Economic Performance, LSE.
  25. Konstantinos Drakos, 2009. "Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns," Economics of Security Working Paper Series 8, DIW Berlin, German Institute for Economic Research.
  26. Daniel Kuehnle & Christoph Wunder, 2016. "Using the Life Satisfaction Approach to Value Daylight Savings Time Transitions: Evidence from Britain and Germany," Journal of Happiness Studies, Springer, vol. 17(6), pages 2293-2323, December.
  27. Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang, 2008. "Weather and intraday patterns in stock returns and trading activity," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1754-1766, September.
  28. Kim, Byungoh & Suh, Sangwon, 2018. "Sentiment-based momentum strategy," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 52-68.
  29. Falato, Antonio, 2009. "Happiness maintenance and asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
  30. Andy Saporoschenko, 2011. "The effect of Santa Ana wind conditions and cloudiness on Southern California stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 21(10), pages 683-694.
  31. David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
  32. Matthew Muntifering, 2021. "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 110-119, March.
  33. Frühwirth, Manfred & Sögner, Leopold, 2015. "Weather and SAD related mood effects on the financial market," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 11-31.
  34. Białkowski, Jędrzej & Etebari, Ahmad & Wisniewski, Tomasz Piotr, 2012. "Fast profits: Investor sentiment and stock returns during Ramadan," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 835-845.
  35. Gelman, Sergey & Kliger, Doron, 2021. "The effect of time-induced stress on financial decision making in real markets: The case of traffic congestion," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 814-841.
  36. Barnes, Spencer, 2021. "Killing in the stock market: Evidence from organ donations," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  37. Edmans, Alex & Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022. "Music sentiment and stock returns around the world," Journal of Financial Economics, Elsevier, vol. 145(2), pages 234-254.
  38. Hugo Salas & Pedro Ignacio Hancevic, 2023. "The unexpected effects of daylight-saving time: Traffic accidents in Mexican municipalities," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 20(1), pages 1-29, Enero-Jun.
  39. Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar & J. Gayathri & Amrutha Pavithran, 2019. "Effect of Weather on Cryptocurrency Index: Evidences From Coinbase Index," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 10(4), pages 108-118, July.
  40. Nower, Michael, 2024. "Losing sleep at the international market: Daylight Saving Time and exchange rates," Economics Letters, Elsevier, vol. 241(C).
  41. Seo, Sung Won & Kim, Jun Sik, 2015. "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 106-120.
  42. Guven, Cahit & Yuan, Haishan & Zhang, Quanda & Aksakalli, Vural, 2021. "When does daylight saving time save electricity? Weather and air-conditioning," Energy Economics, Elsevier, vol. 98(C).
  43. Christian Bünnings & Valentin Schiele, 2021. "Spring Forward, Don't Fall Back: The Effect of Daylight Saving Time on Road Safety," The Review of Economics and Statistics, MIT Press, vol. 103(1), pages 165-176, March.
  44. Jacobsen, Ben & Marquering, Wessel, 2008. "Is it the weather?," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 526-540, April.
  45. Christian Klein & Bernhard Zwergel & Sebastian Heiden, 2009. "On the existence of sports sentiment: the relation between football match results and stock index returns in Europe," Review of Managerial Science, Springer, vol. 3(3), pages 191-208, November.
  46. Steffen Meyer & Michaela Pagel, 2017. "Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity," NBER Working Papers 24048, National Bureau of Economic Research, Inc.
  47. Mamatzakis, E, 2013. "Does weather affect US bank loan efficiency?," MPRA Paper 51616, University Library of Munich, Germany.
  48. repec:ipg:wpaper:28 is not listed on IDEAS
  49. Stefanescu, Răzvan & Dumitriu, Ramona, 2016. "The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange," MPRA Paper 89023, University Library of Munich, Germany, revised 22 Dec 2016.
  50. Brian M. Lucey & Michael Dowling, 2005. "The Role of Feelings in Investor Decision‐Making," Journal of Economic Surveys, Wiley Blackwell, vol. 19(2), pages 211-237, April.
  51. Patrick L. Brockett & Mulong Wang & Chuanhou Yang, 2005. "Weather Derivatives and Weather Risk Management," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 8(1), pages 127-140, March.
  52. Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang, 2012. "Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 309-318.
  53. Karl Benediktsson & Stanley D. Brunn, 2015. "Time Zone Politics and Challenges of Globalisation," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 106(3), pages 276-290, July.
  54. repec:ipg:wpaper:2013-028 is not listed on IDEAS
  55. Nguyen, Hung T. & Pham, Mia Hang, 2021. "Air pollution and behavioral biases: Evidence from stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  56. Jelnov, Pavel, 2021. "Sunset Long Shadows: Time, Crime, and Perception of Change," IZA Discussion Papers 14770, Institute of Labor Economics (IZA).
  57. Costa-Font, Joan & Flèche, Sarah, 2020. "Child sleep and mother labour market outcomes," Journal of Health Economics, Elsevier, vol. 69(C).
  58. Bauckloh, Tobias & Heiden, Sebastian & Klein, Christian & Zwergel, Bernhard, 2019. "New evidence on the impact of the English national soccer team on the FTSE 100," Finance Research Letters, Elsevier, vol. 28(C), pages 61-67.
  59. Havranek, Tomas & Herman, Dominik & Irsova, Zuzana, 2016. "Does Daylight Saving Save Energy? A Meta-Analysis," MPRA Paper 74518, University Library of Munich, Germany.
  60. Dowling, Michael & Lucey, Brian M., 2005. "Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 337-355.
  61. Dimic, Nebojsa & Neudl, Manfred & Orlov, Vitaly & Äijö, Janne, 2018. "Investor sentiment, soccer games and stock returns," Research in International Business and Finance, Elsevier, vol. 43(C), pages 90-98.
  62. Lepori, Gabriele M., 2023. "Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 165-181.
  63. Levy, Ori & Galili, Itai, 2008. "Stock purchase and the weather: Individual differences," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 755-767, September.
  64. Schulte-Huermann, Astrid, 2020. "Impact of Weather on the Stock Market Returns of Different Industries in Germany," Junior Management Science (JUMS), Junior Management Science e. V., vol. 5(3), pages 295-311.
  65. Narayan, Paresh Kumar & Rath, Badri Narayan & Prabheesh, K.P., 2016. "What is the value of corporate sponsorship in sports?," Emerging Markets Review, Elsevier, vol. 26(C), pages 20-33.
  66. Jacobsen, B. & Marquering, W.A., 2004. "Is it the weather?," ERIM Report Series Research in Management ERS-2004-100-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  67. Osea Giuntella & Wei Han & Fabrizio Mazzonna, 2017. "Circadian Rhythms, Sleep, and Cognitive Skills: Evidence From an Unsleeping Giant," Demography, Springer;Population Association of America (PAA), vol. 54(5), pages 1715-1742, October.
  68. Tingqiu Cao & Xianhang Qian & Le Zhang, 2024. "The price of the slow lane: Traffic congestion and stock block trading premium," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 30-52, March.
  69. Xu, Alan, 2022. "Air pollution and mediation effects in stock market, longitudinal evidence from China," International Review of Financial Analysis, Elsevier, vol. 83(C).
  70. Tomas Havranek & Dominik Herman & Zuzana Irsova, 2018. "Does Daylight Saving Save Electricity? A Meta-Analysis," The Energy Journal, , vol. 39(2), pages 35-61, March.
  71. Weng, Pei-Shih, 2018. "Lucky issuance: The role of numerological superstitions in irrational return premiums," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 79-91.
  72. Pierre Brochu & Catherine Armstrong & Louis-Philippe Morin, 2012. "The ‘trendiness’ of sleep: an empirical investigation into the cyclical nature of sleep time," Empirical Economics, Springer, vol. 43(2), pages 891-913, October.
  73. Mehra, Rajnish & Sah, Raaj, 2002. "Mood fluctuations, projection bias, and volatility of equity prices," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 869-887, May.
  74. Kim, Jae H., 2017. "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
  75. Jin, Lawrence & Ziebarth, Nicolas R., 2015. "Does Daylight Saving Time Really Make Us Sick?," IZA Discussion Papers 9088, Institute of Labor Economics (IZA).
  76. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
  77. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
  78. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005. "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 291-316, March.
  79. Yuree Lim & Kyoung Tae Kim, 2019. "Afraid of the stock market," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 773-810, October.
  80. Jacobsen, Ben & Marquering, Wessel, 2009. "Is it the weather? Response," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 583-587, March.
  81. Roy Cerqueti & Valerio Ficcadenti, 2020. "Anxiety for the pandemic and trust in financial markets," Papers 2008.01649, arXiv.org.
  82. Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015. "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , vol. 16(7), pages 735-759, October.
  83. Kliger, Doron & Qadan, Mahmoud, 2019. "The High Holidays: Psychological mechanisms of honesty in real-life financial decisions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 78(C), pages 121-137.
  84. David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2017. "Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market," Working Papers 17-06, Department of Economics, Appalachian State University.
  85. Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  86. Costa-Font, Joan & Flèche, Sarah, 2017. "Parental sleep and employment: evidence from a British cohort study," LSE Research Online Documents on Economics 69530, London School of Economics and Political Science, LSE Library.
  87. Lu, Jing & Chou, Robin K., 2012. "Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 79-93.
  88. Hervé, Justine & Mani, Subha & Behrman, Jere R. & Laxminarayan, Ramanan & Nandi, Arindam, 2024. "Food Coma Is Real: The Effect of Digestive Fatigue on Adolescents' Cognitive Performance," IZA Discussion Papers 16909, Institute of Labor Economics (IZA).
  89. Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 161-175, April.
  90. Joshi, Nayan & Bhattarai, Ram Chandra, 2007. "Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market," MPRA Paper 27000, University Library of Munich, Germany.
  91. Abudy, Menachem (Meni) & Mugerman, Yevgeny & Shust, Efrat, 2022. "The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest," Journal of Banking & Finance, Elsevier, vol. 137(C).
  92. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  93. Truong, Quang-Thai & Tran, Quynh-Nhu & Bakry, Walid & Nguyen, Duc Nguyen & Al-Mohamad, Somar, 2021. "Football sentiment and stock market returns: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  94. Glenn Boyle & Brett Walter, 2003. "Reflected glory and failure: international sporting success and the stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 225-235.
  95. Daniel S. Hamermesh & Caitlin Knowles Myers & Mark L. Pocock, 2006. "Time Zones As Cues For Coordination: Latitude, Longitude, And Letterman," Middlebury College Working Paper Series 0609, Middlebury College, Department of Economics.
  96. John R. Nofsinger & Corey A. Shank, 2019. "DEEP sleep: The impact of sleep on financial risk taking," Review of Financial Economics, John Wiley & Sons, vol. 37(1), pages 92-105, January.
  97. Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021. "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, vol. 299(1), pages 349-373, April.
  98. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo.
  99. Jin, L. & Ziebarth, N.R., 2015. "Sleep and Human Capital: Evidence from Daylight Saving Time," Health, Econometrics and Data Group (HEDG) Working Papers 15/27, HEDG, c/o Department of Economics, University of York.
  100. Ender Demir, 2015. "Aviation Accidents and Stock Market Reaction: Evidence from Borsa Istanbul," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 3(1), pages 51-56.
  101. Herber, Stefanie P. & Quis, Johanna Sophie & Heineck, Guido, 2017. "Does the transition into daylight saving time affect students’ performance?," Economics of Education Review, Elsevier, vol. 61(C), pages 130-139.
  102. Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N., 2010. "Does the weather affect stock market volatility?," Finance Research Letters, Elsevier, vol. 7(4), pages 214-223, December.
  103. Shan, Liwei & Gong, Stephen X., 2012. "Investor sentiment and stock returns: Wenchuan Earthquake," Finance Research Letters, Elsevier, vol. 9(1), pages 36-47.
  104. Joan Costa-Font & Sarah Flèche, 2018. "Child Sleep and Maternal Labour Market Outcomes [Discussion Paper Series]," Working Papers halshs-03204629, HAL.
  105. David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2020. "Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 526-553, June.
  106. Markus Schaffner & Jayanta Sarkar & Benno Torgler & Uwe Dulleck, 2015. "The Implications of Daylight Saving Time: A Field Experiment on Cognitive Performance and Risk Taking," CREMA Working Paper Series 2015-06, Center for Research in Economics, Management and the Arts (CREMA).
  107. Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2022. "Ambiguity about volatility and investor behavior," Journal of Financial Economics, Elsevier, vol. 145(1), pages 277-296.
  108. Jonathan James, 2023. "Let there be light: Daylight saving time and road traffic collisions," Economic Inquiry, Western Economic Association International, vol. 61(3), pages 523-545, July.
  109. Weiqiang Tan & Jian Zhang, 2021. "Good Days, Bad Days: Stock Market Fluctuation and Taxi Tipping Decisions," Management Science, INFORMS, vol. 67(6), pages 3965-3984, June.
  110. Treffers, T. & Koellinger, Ph.D. & Picot, A.O., 2012. "In the Mood for Risk? A Random-Assignment Experiment Addressing the Effects of Moods on Risk Preferences," ERIM Report Series Research in Management ERS-2012-014-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  111. Matthew J. Kotchen & Laura E. Grant, 2011. "Does Daylight Saving Time Save Energy? Evidence from a Natural Experiment in Indiana," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1172-1185, November.
  112. Foong Soon Cheong, 2016. "Debunking Two Myths of the Weekend Effect," IJFS, MDPI, vol. 4(2), pages 1-9, April.
  113. Yi Fan & Diana M. Weinhold, 2022. "Urban noise, sleep disruption and health," Applied Economics, Taylor & Francis Journals, vol. 54(50), pages 5782-5799, October.
  114. Hudson, Robert & Urquhart, Andrew, 2015. "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 166-177.
  115. Hudson, Robert & Urquhart, Andrew, 2022. "Naval disasters, world war two and the British stock market," Research in International Business and Finance, Elsevier, vol. 59(C).
  116. Gabriele M. Lepori, 2021. "A nonrandom walk down Hollywood boulevard: Celebrity deaths and investor sentiment," The Financial Review, Eastern Finance Association, vol. 56(3), pages 591-613, August.
  117. Birru, Justin, 2018. "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, vol. 130(1), pages 182-214.
  118. Boyle, Glenn & Hagan, Andrew & O'Connor, R. Seini, 2004. "Emotion, Fear and Superstition in the New Zealand Stockmarket," Working Paper Series 18969, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  119. Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020. "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
  120. Apergis, Nicholas & Gupta, Rangan, 2017. "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 377-386.
  121. Michael Nofer & Oliver Hinz, 2015. "Using Twitter to Predict the Stock Market," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 57(4), pages 229-242, August.
  122. Cao, Melanie & Wei, Jason, 2005. "Stock market returns: A note on temperature anomaly," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1559-1573, June.
  123. David Hirshleifer & Tyler Shumway, 2003. "Good Day Sunshine: Stock Returns and the Weather," Journal of Finance, American Finance Association, vol. 58(3), pages 1009-1032, June.
  124. Lin, Chien-Ting & Ho, Chia-Cheng & Hsieh, Hisn-Jung, 2009. "Market Psychology and Aggregate Stock Returns: Evidence from Australian Consumer Sentiment," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 5(1-2), pages 1-15, March.
  125. Fung, Ka Wai Terence & Demir, Ender & Lau, Marco Chi Keung & Chan, Kwok Ho, 2013. "An Examination of Sports Event Sentiment: Microeconomic Evidence from Borsa Istanbul," MPRA Paper 52874, University Library of Munich, Germany.
  126. Mehmet Akbulut & Su Han Chan & Mariya Letdin, 2015. "Calendar Anomalies: Do REITs Behave Like Stocks?," International Real Estate Review, Global Social Science Institute, vol. 18(2), pages 177-215.
  127. Wagstaff, Adam & Culyer, Anthony J., 2012. "Four decades of health economics through a bibliometric lens," Journal of Health Economics, Elsevier, vol. 31(2), pages 406-439.
  128. David L. Dickinson & Todd McElroy, 2009. "Naturally-occurring sleep choice and time of day effects on p-beauty contest outcomes," Working Papers 09-03, Department of Economics, Appalachian State University.
  129. Jing Chen & Elizabeth Demers & Baruch Lev, 2018. "Oh What a Beautiful Morning! Diurnal Influences on Executives and Analysts: Evidence from Conference Calls," Management Science, INFORMS, vol. 64(12), pages 5899-5924, December.
  130. Andrew C. Worthington, 2003. "Losing Sleep At The Market: An Empirical Note On The Daylight Saving Anomaly In Australia," Economic Papers, The Economic Society of Australia, vol. 22(3), pages 85-95, September.
  131. Levy, Tamir & Yagil, Joseph, 2011. "Air pollution and stock returns in the US," Journal of Economic Psychology, Elsevier, vol. 32(3), pages 374-383, June.
  132. Aurélien Baillon & Philipp Koellinger & Theresa Treffers, 2014. "Sadder but wiser: The Effects of Affective States and Weather on Ambiguity Attitudes," Tinbergen Institute Discussion Papers 14-044/I, Tinbergen Institute.
  133. Kang, Sang Hoon & Jiang, Zhuhua & Lee, Yeonjeong & Yoon, Seong-Min, 2010. "Weather effects on the returns and volatility of the Shanghai stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(1), pages 91-99.
  134. Dimitrios Kourtidis & Željko Šević & Prodromos Chatzoglou, 2016. "Mood and stock returns: evidence from Greece," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(2), pages 242-258, May.
  135. Dowling, Michael & Lucey, Brian M., 2008. "Robust global mood influences in equity pricing," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 145-164, April.
  136. Svetlana Vlady & Ekrem Tufan, PhD, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 184-197, November.
  137. Kliger, Doron & Kudryavtsev, Andrey, 2013. "Volatility expectations and the reaction to analyst recommendations," Journal of Economic Psychology, Elsevier, vol. 37(C), pages 1-6.
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  150. Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020. "Ambiguity and investor behavior," SAFE Working Paper Series 297, Leibniz Institute for Financial Research SAFE.
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  166. Drichoutis, Andreas & Nayga, Rodolfo & Klonaris, Stathis, 2010. "The Effects of Induced Mood on Preference Reversals and Bidding Behavior in Experimental Auction Valuation," MPRA Paper 25597, University Library of Munich, Germany.
  167. Nicholas Rivers, 2018. "Does Daylight Savings Time Save Energy? Evidence from Ontario," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(2), pages 517-543, June.
  168. Brian C. Payne & Jiri Tresl & Geoffrey C. Friesen, 2018. "Sentiment and Stock Returns," Journal of Sports Economics, , vol. 19(6), pages 843-872, August.
  169. Jian Hu, 2008. "Does Weather Matter?," Departmental Working Papers 0809, Southern Methodist University, Department of Economics.
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  172. Glenn Boyle & Andrew Hagan & R. Seini O'Connor & Nick Whitwell, 2004. "Emotion, fear and superstition in the New Zealand stockmarket," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(1), pages 65-85.
  173. Waldemar Tarczyński & Urszula Mentel & Grzegorz Mentel & Umer Shahzad, 2021. "The Influence of Investors’ Mood on the Stock Prices: Evidence from Energy Firms in Warsaw Stock Exchange, Poland," Energies, MDPI, vol. 14(21), pages 1-25, November.
  174. Jochen M. Schmittmann & Jenny Pirschel & Steffen Meyer & Andreas Hackethal, 2015. "The Impact of Weather on German Retail Investors," Review of Finance, European Finance Association, vol. 19(3), pages 1143-1183.
  175. Brian Lucey, 2010. "Lunar seasonality in precious metal returns?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 835-838.
  176. Markus Schaffner & Jayanta Sarkar & Benno Torgler & Uwe Dulleck, 2015. "The Implications of Daylight Saving Time: A Field Experiment on Cognitive Performance and Risk Taking," CREMA Working Paper Series 2015-06, Center for Research in Economics, Management and the Arts (CREMA).
  177. Choi, Seungmoon & Pellen, Alistair & Masson, Virginie, 2017. "How does daylight saving time affect electricity demand? An answer using aggregate data from a natural experiment in Western Australia," Energy Economics, Elsevier, vol. 66(C), pages 247-260.
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  180. Daniel S. Hamermesh & Caitlin Knowles Myers & Mark L. Pocock, 2008. "Cues for Timing and Coordination: Latitude, Letterman, and Longitude," Journal of Labor Economics, University of Chicago Press, vol. 26(2), pages 223-246, April.
  181. Theresa Treffers & Philipp D. Koellinger & Arnold Picot, 2016. "Do Affective States Influence Risk Preferences?," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(3), pages 309-335, December.
  182. Hoffmann, Stefan & Mai, Robert & Lasarov, Wassili & Krause, Jan S. & Schmidt, Ulrich, 2019. "Hungry bellies have no ears. How and why hunger inhibits sustainable consumption," Ecological Economics, Elsevier, vol. 160(C), pages 96-104.
  183. Sexton, Alison L. & Beatty, Timothy K.M., 2014. "Behavioral responses to Daylight Savings Time," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 290-307.
  184. Kaplanski, Guy & Levy, Haim, 2010. "Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(2), pages 535-553, April.
  185. Siganos, Antonios, 2019. "The daylight saving time anomaly in relation to firms targeted for mergers," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 36-43.
  186. Gelman, Sergey & Kliger, Doron, 2016. "Time-Induced Stress Effect on Financial Decision Making in Real Markets: The Case of Traffic Congestion," VfS Annual Conference 2016 (Augsburg): Demographic Change 145915, Verein für Socialpolitik / German Economic Association.
  187. Narat Charupat & Richard Deaves & Travis Derouin & Marcelo Klotzle & Peter Miu, 2013. "Emotional balance and probability weighting," Theory and Decision, Springer, vol. 75(1), pages 17-41, July.
  188. Kaustia, Markku & Rantapuska, Elias, 2013. "Does mood affect trading behavior?," SAFE Working Paper Series 4, Leibniz Institute for Financial Research SAFE.
  189. Andrew Worthington, 2009. "An Empirical Note on Weather Effects in the Australian Stock Market," Economic Papers, The Economic Society of Australia, vol. 28(2), pages 148-154, June.
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  194. Kellogg, Ryan & Wolff, Hendrik, 2008. "Daylight time and energy: Evidence from an Australian experiment," Journal of Environmental Economics and Management, Elsevier, vol. 56(3), pages 207-220, November.
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