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Robust global mood influences in equity pricing

Citations

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Cited by:

  1. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," EconomiX Working Papers 2012-24, University of Paris Nanterre, EconomiX.
  2. Matthew Muntifering, 2021. "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 110-119, March.
  3. Auer, Benjamin R. & Rottmann, Horst, 2014. "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 17-26.
  4. Khaled, Mohammed S. & Keef, Stephen P., 2013. "Seasonal affective disorder: onset and recovery," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 42(C), pages 136-139.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Ashish Mahendra & Shiba Prasad Mohanty & S. Sudalaimuthu, 2021. "Financial Astrology and Behavioral Bias: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 3-17, March.
  11. Guo, Biao & Luo, Xingguo & Zhang, Ziding, 2014. "Sell in May and Go Away: Evidence from China," Finance Research Letters, Elsevier, vol. 11(4), pages 362-368.
  12. Dowling, Michael & Cummins, Mark & Lucey, Brian M., 2016. "Psychological barriers in oil futures markets," Energy Economics, Elsevier, vol. 53(C), pages 293-304.
  13. Brian Lucey, 2010. "Lunar seasonality in precious metal returns?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 835-838.
  14. Kaustia, Markku & Rantapuska, Elias, 2013. "Does mood affect trading behavior?," SAFE Working Paper Series 4, Leibniz Institute for Financial Research SAFE.
  15. Nicholas Apergis & Panagiotis Artikis, 2012. "Weather Conditions and the Bank Lending Channel: A GMM Approach from US Banking," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(2), pages 17-34, April.
  16. 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.
  17. Joëts, Marc, 2014. "Energy price transmissions during extreme movements," Economic Modelling, Elsevier, vol. 40(C), pages 392-399.
  18. Ting Yao & Yue‐Jun Zhang, 2024. "The impact of air pollution on crude oil futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 1055-1068, June.
  19. Kucheev, Yury O. & Sorensson, Tomas, 2019. "The seasonality in sell-side analysts’ recommendations," Finance Research Letters, Elsevier, vol. 29(C), pages 162-168.
  20. 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.
  21. Zhang, Wei & Wang, Pengfei & Li, Yi, 2021. "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
  22. Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min, 2019. "Is there still a weather anomaly? An investigation of stock and foreign exchange markets," Finance Research Letters, Elsevier, vol. 30(C), pages 51-59.
  23. Lin, Mei-Chen, 2015. "Seasonal affective disorder and investors’ response to earnings news," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 211-221.
  24. Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
  25. Mamatzakis, E, 2013. "Does weather affect US bank loan efficiency?," MPRA Paper 51616, University Library of Munich, Germany.
  26. Yang, Chih-Yuan & Jhang, Ling-Jhen & Chang, Chia-Chien, 2016. "Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market," Pacific-Basin Finance Journal, Elsevier, vol. 37(C), pages 35-51.
  27. Yochi Cohen-Charash & Charles A Scherbaum & John D Kammeyer-Mueller & Barry M Staw, 2013. "Mood and the Market: Can Press Reports of Investors' Mood Predict Stock Prices?," PLOS ONE, Public Library of Science, vol. 8(8), pages 1-15, August.
  28. Nils Muhlack & Christian Soost & Christian Johannes Henrich, 2022. "Does Weather Still Affect The Stock Market?," Schmalenbach Journal of Business Research, Springer, vol. 74(1), pages 1-35, March.
  29. Dong, Ming & Tremblay, Andréanne, 2022. "Global weather-based trading strategies," Journal of Banking & Finance, Elsevier, vol. 143(C).
  30. Daglis, Theodoros & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Papadakis, Theodoulos Eleftherios, 2020. "The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility," Research in International Business and Finance, Elsevier, vol. 52(C).
  31. Liu, Huajin & Zhang, Wei & Zhang, Xiaotao & Liu, Jia, 2021. "Temperature and trading behaviours," International Review of Financial Analysis, Elsevier, vol. 78(C).
  32. 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.
  33. 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.
  34. Wei-han Liu, 2013. "Lunar calendar effect: evidence of the Chinese Farmer's Calendar on the equity markets in East Asia," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 18(4), pages 560-593.
  35. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012. "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 934-956.
  36. Kaustia, Markku & Rantapuska, Elias, 2016. "Does mood affect trading behavior?," Journal of Financial Markets, Elsevier, vol. 29(C), pages 1-26.
  37. 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.
  38. Aurora MURGEA, 2016. "Mercury retrograde effect in capital markets: truth or illusion?," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 9(1), pages 49-61, June.
  39. 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.
  40. Sri Utami Ady, 2018. "The Cognitive and Psychological Bias in Investment Decision-Making Behavior: (Evidence From Indonesian Investor's Behavior)," Journal of Economics and Behavioral Studies, AMH International, vol. 10(1), pages 86-100.
  41. repec:ipg:wpaper:31 is not listed on IDEAS
  42. 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.
  43. repec:ipg:wpaper:28 is not listed on IDEAS
  44. repec:ipg:wpaper:2013-028 is not listed on IDEAS
  45. 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.
  46. 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.
  47. Kliger, Doron & Raviv, Yaron & Rosett, Joshua & Bayer, Thomas & Page, John, 2015. "Seasonal affective disorder and seasoned art auction prices: New evidence from old masters," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 59(C), pages 74-84.
  48. Tihana Škrinjarić & Branka Marasović & Boško Šego, 2021. "Does the Croatian Stock Market Have Seasonal Affective Disorder?," JRFM, MDPI, vol. 14(2), pages 1-16, February.
  49. repec:ipg:wpaper:2013-031 is not listed on IDEAS
  50. Tihana Škrinjarić, 2018. "Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets," Risks, MDPI, vol. 6(4), pages 1-26, December.
  51. Agie Wandala Putra & Jatna Supriatna & Raldi Hendro Koestoer & Tri Edhi Budhi Soesilo, 2021. "Differences in Local Rice Price Volatility, Climate, and Macroeconomic Determinants in the Indonesian Market," Sustainability, MDPI, vol. 13(8), pages 1-21, April.
  52. Silva, Pedro & Almeida, Liliana, 2011. "Weather and stock markets: empirical evidence from Portugal," MPRA Paper 54119, University Library of Munich, Germany.
  53. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009. "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 578-582, March.
  54. Zhuhua Jiang & Sang Hoon Kang & Chongcheul Cheong & Seong-Min Yoon, 2019. "The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns," IJFS, MDPI, vol. 7(4), pages 1-14, December.
  55. Nicholas Apergis & Rangan Gupta, 2016. "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers 201634, University of Pretoria, Department of Economics.
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