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Winter blues: a SAD stock market cycle

Citations

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Cited by:

  1. Alessandro Bucciol & Luca Zarri, 2013. "Financial Risk Aversion and Personal Life History," Working Papers 05/2013, University of Verona, Department of Economics.
  2. 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.
  3. Lepori, Gabriele M., 2015. "Investor mood and demand for stocks: Evidence from popular TV series finales," Journal of Economic Psychology, Elsevier, vol. 48(C), pages 33-47.
  4. Hwang, Byoung-Hyoun, 2011. "Country-specific sentiment and security prices," Journal of Financial Economics, Elsevier, vol. 100(2), pages 382-401, May.
  5. Yihao Zhang & Yu Jiang & Yongji Guo, 2017. "The effects of haze pollution on stock performances: evidence from China," Applied Economics, Taylor & Francis Journals, vol. 49(23), pages 2226-2237, May.
  6. Andrew W. Lo & Dmitry V. Repin & Brett N. Steenbarger, 2005. "Fear and Greed in Financial Markets: A Clinical Study of Day-Traders," American Economic Review, American Economic Association, vol. 95(2), pages 352-359, May.
  7. 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.
  8. Roy, Suvra & Nguyen, Harvey & Visaltanachoti, Nuttawat, 2023. "Be nice to the air: Severe haze pollution and mutual fund risk," Global Finance Journal, Elsevier, vol. 58(C).
  9. Lee, Gi-Eu, 2016. "Temperature Effects are more Complex than Degrees: A Case Study on Residential Energy Consumption," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 242285, Agricultural and Applied Economics Association.
  10. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," EconomiX Working Papers 2012-24, University of Paris Nanterre, EconomiX.
  11. Christopher Boyce & Mikolaj Czajkowski & Nick Hanley & Charles Noussair & Michael Townsend & Steve Tucker, 2015. "The Effects of Emotions on Preferences and Choices for Public Goods," Working Papers in Economics 15/02, University of Waikato.
  12. (Jeremy) Chiu, Ching-wai & Harris, Richard D.F. & Stoja, Evarist & Chin, Michael, 2018. "Financial market Volatility, macroeconomic fundamentals and investor Sentiment," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 130-145.
  13. Lee, Li Way, 2010. "The mood of a firm," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(6), pages 615-618, December.
  14. Ramona DUMITRIU & Razvan STEFANESCU, 2017. "The Behavior of Stock Prices during Lent and Advent," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 95-112.
  15. Ibrahim Bozkurt & Mercan Hatipoglu, 2017. "The Relationship between Parasocial breakup and Investor Behaviours," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(3), pages 87-96, July.
  16. Qadan, Mahmoud & Kliger, Doron, 2016. "The short trading day anomaly," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 62-80.
  17. 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.
  18. Matthew Muntifering, 2021. "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 110-119, March.
  19. Song, Jian & Balvers, Ronald J., 2022. "Seasonality and momentum across national equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  20. Do, Linh Phuong Catherine & Lin, Kuan-Heng & Molnár, Peter, 2016. "Electricity consumption modelling: A case of Germany," Economic Modelling, Elsevier, vol. 55(C), pages 92-101.
  21. Kaplanski, Guy & Levy, Haim, 2012. "Real estate prices: An international study of seasonality's sentiment effect," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 123-146.
  22. Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022. "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 489-501.
  23. Renatas Kizys & Wael Rouatbi & Zaghum Umar & Adam Zaremba, 2024. "Air temperature and sovereign bond returns," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 33(2), pages 179-209, May.
  24. Barnes, Spencer, 2021. "Killing in the stock market: Evidence from organ donations," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  25. 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.
  26. Kliger, Doron & Gilad, Dalia, 2012. "Red light, green light: Color priming in financial decisions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 738-745.
  27. Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
  28. Terence Tai-Leung Chong & Siqi Hou, 2021. "Will stock rise on Valentine’s Day?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 646-667, May.
  29. Meier, Armando N. & Schmid, Lukas & Stutzer, Alois, 2019. "Rain, emotions and voting for the status quo," European Economic Review, Elsevier, vol. 119(C), pages 434-451.
  30. Radeef Chundakkadan, 2021. "Light a lamp and look at the stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
  31. Jacobsen, Ben & Marquering, Wessel, 2008. "Is it the weather?," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 526-540, April.
  32. 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.
  33. Zhang, Yihao & Tao, Lingfeng, 2019. "Haze, investor attention and China's stock markets: Evidence from internet stock forum," Finance Research Letters, Elsevier, vol. 31(C).
  34. Mamatzakis, E, 2013. "Does weather affect US bank loan efficiency?," MPRA Paper 51616, University Library of Munich, Germany.
  35. Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi, 2018. "Seasonality in the cross section of stock returns: Advanced markets versus emerging markets," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 263-281.
  36. 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.
  37. Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2017. "Seasonal anomalies in advanced emerging stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 169-181.
  38. 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.
  39. James J. Forest & Ben S. Branch & Brian T. Berry, 2024. "Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?," Risks, MDPI, vol. 12(5), pages 1-25, May.
  40. Keef, Stephen P. & Khaled, Mohammed S., 2011. "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 959-967.
  41. Ruan, Qingsong & Zhang, Manqian & Lv, Dayong & Yang, Haiquan, 2018. "SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1009-1022.
  42. David Havlíček, 2010. "Analysis of the Impact of Weather on Trading in Equity Markets [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2010(3), pages 49-62.
  43. Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2022. "The Time Variation in Risk Appetite and Uncertainty," Management Science, INFORMS, vol. 68(6), pages 3975-4004, June.
  44. Chundakkadan, Radeef & Nedumparambil, Elizabeth, 2022. "In search of COVID-19 and stock market behavior," Global Finance Journal, Elsevier, vol. 54(C).
  45. 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.
  46. 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.
  47. 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.
  48. Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
  49. Hansol Lee & Eunkyung Kweon & Minkyun Kim & Sangmi Chai, 2017. "Does Implementation of Big Data Analytics Improve Firms’ Market Value? Investors’ Reaction in Stock Market," Sustainability, MDPI, vol. 9(6), pages 1-17, June.
  50. 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.
  51. Xu, Alan, 2022. "Air pollution and mediation effects in stock market, longitudinal evidence from China," International Review of Financial Analysis, Elsevier, vol. 83(C).
  52. Vijay Singal & Jitendra Tayal, 2020. "Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 479-500, March.
  53. L. Rachel Ngai & Silvana Tenreyro, 2014. "Hot and Cold Seasons in the Housing Market," American Economic Review, American Economic Association, vol. 104(12), pages 3991-4026, December.
  54. Jie Hou & Wendong Shi & Jingwei Sun, 2019. "Stock Returns, weather, and air conditioning," PLOS ONE, Public Library of Science, vol. 14(7), pages 1-10, July.
  55. 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.
  56. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
  57. Do, Linh Phuong Catherine & Lyócsa, Štefan & Molnár, Peter, 2021. "Residual electricity demand: An empirical investigation," Applied Energy, Elsevier, vol. 283(C).
  58. 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.
  59. 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.
  60. Kaplanski, Guy & Levy, Haim, 2010. "Sentiment and stock prices: The case of aviation disasters," Journal of Financial Economics, Elsevier, vol. 95(2), pages 174-201, February.
  61. Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
  62. Christos Floros, 2011. "On the relationship between weather and stock market returns," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(1), pages 5-13, March.
  63. 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.
  64. Jacobsen, Ben & Marquering, Wessel, 2009. "Is it the weather? Response," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 583-587, March.
  65. Roy Cerqueti & Valerio Ficcadenti, 2020. "Anxiety for the pandemic and trust in financial markets," Papers 2008.01649, arXiv.org.
  66. Haibin Xie & Qilin Qin & Shouyang Wang, 2016. "Is Halloween Effect a New Puzzle? Evidence from Price Gap," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 19-31, November.
  67. Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015. "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , vol. 16(7), pages 735-759, October.
  68. Balázs Zélity, 2024. "Seasonality and consumer confidence," Bulletin of Economic Research, Wiley Blackwell, vol. 76(3), pages 813-821, July.
  69. Imlak Shaikh, 2022. "Impact of COVID-19 pandemic on the energy markets," Economic Change and Restructuring, Springer, vol. 55(1), pages 433-484, February.
  70. Jaroslav Bukovina, 2015. "Sentiment and blue-chip returns. Firm level evidence from a dynamic threshold model," MENDELU Working Papers in Business and Economics 2015-53, Mendel University in Brno, Faculty of Business and Economics.
  71. 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.
  72. 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.
  73. 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).
  74. Dong, Rui & Fisman, Raymond & Wang, Yongxiang & Xu, Nianhang, 2021. "Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts," Journal of Financial Economics, Elsevier, vol. 139(3), pages 971-984.
  75. Yi-Hsien Wang & Chin-Tsai Lin & Jung Lin, 2012. "Does weather impact the stock market? Empirical evidence in Taiwan," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(2), pages 695-703, February.
  76. 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.
  77. Jim-Chen Ko & Fu-Min Chang & Yu-Hao Chen & Yih-Bey Lin & Nicholas Lee, 2019. "Does Air Pollution Cause the Retail Investor s Disposition Effect in Taiwan Mutual Fund Markets?," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 75-82.
  78. Hyein Shim & Maria H. Kim & Doojin Ryu, 2017. "Effects of intraday weather changes on asset returns and volatilities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 35(2), pages 301-330.
  79. Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
  80. Joel Peress & Daniel Schmidt, 2020. "Glued to the TV: Distracted Noise Traders and Stock Market Liquidity," Journal of Finance, American Finance Association, vol. 75(2), pages 1083-1133, April.
  81. Costa Sperb, L.F. & Sung, M.-C. & Ma, T. & Johnson, J.E.V., 2022. "Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market," European Journal of Operational Research, Elsevier, vol. 299(3), pages 1142-1157.
  82. Yun Zhang & Qun Wu & Ting Zhang & Lingxiao Yang, 2022. "Vulnerability and fraud: evidence from the COVID-19 pandemic," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-12, December.
  83. 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.
  84. Baur, Dirk G., 2013. "The autumn effect of gold," Research in International Business and Finance, Elsevier, vol. 27(1), pages 1-11.
  85. Björn Bos & Moritz A. Drupp & Jasper N. Meya & Martin F. Quaas, 2023. "Financial Risk-Taking under Health Risk," CESifo Working Paper Series 10387, CESifo.
  86. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
  87. Qadan, Mahmoud, 2019. "Risk appetite, idiosyncratic volatility and expected returns," International Review of Financial Analysis, Elsevier, vol. 65(C).
  88. Khuu, Joyce & Durand, Robert B. & Smales, Lee A., 2016. "Melancholia and Japanese stock returns – 2003 to 2012," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 424-437.
  89. Akay, Alpaslan & Bargain, Olivier & Elsayed, Ahmed, 2020. "Global terror, well-being and political attitudes," European Economic Review, Elsevier, vol. 123(C).
  90. Dong, Ming & Tremblay, Andréanne, 2022. "Global weather-based trading strategies," Journal of Banking & Finance, Elsevier, vol. 143(C).
  91. Vamossy, Domonkos F., 2021. "Investor emotions and earnings announcements," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  92. Amos Nadler & Peiran Jiao & Cameron J. Johnson & Veronika Alexander & Paul J. Zak, 2019. "The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading," Management Science, INFORMS, vol. 64(9), pages 4032-4051, September.
  93. Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014. "Risk or Sentiment: Value and Size Premium under Terrorism," MPRA Paper 60027, University Library of Munich, Germany.
  94. Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1-2), pages 710-727, January.
  95. Yuan Li, 2022. "Mood Beta, Sentiment and Stock Returns in China," SAGE Open, , vol. 12(1), pages 21582440221, February.
  96. Aigbe Akhigbe & Melinda Newman & Ann Marie Whyte, 2022. "Localized sentiment trading in heterogeneous labor markets: evidence from free agent signings," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 1249-1276, April.
  97. Giulietti, Corrado & Tonin, Mirco & Vlassopoulos, Michael, 2020. "When the market drives you crazy: Stock market returns and fatal car accidents," Journal of Health Economics, Elsevier, vol. 70(C).
  98. Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016. "Sentiments, financial markets, and macroeconomic fluctuations," Journal of Financial Economics, Elsevier, vol. 120(2), pages 420-443.
  99. 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.
  100. Anya Krivelyova & Cesare Robotti, 2003. "Playing the field: Geomagnetic storms and international stock markets," FRB Atlanta Working Paper 2003-5, Federal Reserve Bank of Atlanta.
  101. Birru, Justin, 2018. "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, vol. 130(1), pages 182-214.
  102. 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.
  103. Wu, Qinqin & Chou, Robin K. & Lu, Jing, 2020. "How does air pollution-induced fund-manager mood affect stock markets in China?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
  104. A Ross Otto & Johannes C Eichstaedt, 2018. "Real-world unexpected outcomes predict city-level mood states and risk-taking behavior," PLOS ONE, Public Library of Science, vol. 13(11), pages 1-18, November.
  105. 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).
  106. Berry, Brian J.L. & Okulicz-Kozaryn, Adam, 2008. "Are there ENSO signals in the macroeconomy," Ecological Economics, Elsevier, vol. 64(3), pages 625-633, January.
  107. Guo, Mengmeng & Wei, Mengxin & Huang, Lin, 2022. "Does air pollution influence investor trading behavior? Evidence from China," Emerging Markets Review, Elsevier, vol. 50(C).
  108. Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli, 2015. "Personality traits and stock market participation," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 34-50.
  109. Chinnadurai Kathiravan & Murugesan Selvam & Desti Kannaiah & Kasilingam Lingaraja & Vadivel Thanikachalam, 2019. "On the relationship between weather and Agricultural Commodity Index in India: a study with reference to Dhaanya of NCDEX," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(2), pages 667-683, March.
  110. Nick Hanley & Christopher Boyce & Mikołaj Czajkowski & Steve Tucker & Charles Noussair & Michael Townsend, 2017. "Sad or Happy? The Effects of Emotions on Stated Preferences for Environmental Goods," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(4), pages 821-846, December.
  111. Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020. "Mood beta and seasonalities in stock returns," Journal of Financial Economics, Elsevier, vol. 137(1), pages 272-295.
  112. 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.
  113. 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.
  114. Tomasz Schabek & Henrique Castro, 2017. "“Sell not only in May”. Seasonal Effects on Stock Markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 5-18.
  115. Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022. "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-34, December.
  116. Bazley, William J. & Dayani, Arash & Jannati, Sima, 2021. "Transient emotions, perceptions of well-being, and mutual fund flows," Finance Research Letters, Elsevier, vol. 41(C).
  117. 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.
  118. 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.
  119. Lijuan Peng & Zhenglan Xia & Yisu Huang & Zhigang Pan, 2023. "Role of weather in the natural gas market: Insights from the STL‐GARCH‐W method," International Finance, Wiley Blackwell, vol. 26(3), pages 304-323, December.
  120. Liu, Kui & Meng, Chuyan & Yang, Shasha & Zhang, Guanglu, 2024. "Air pollution and individual risk preference: Evidence from China," Energy Economics, Elsevier, vol. 136(C).
  121. Kliger, Doron & Kudryavtsev, Andrey, 2013. "Volatility expectations and the reaction to analyst recommendations," Journal of Economic Psychology, Elsevier, vol. 37(C), pages 1-6.
  122. Stefanescu, Răzvan & Dumitriu, Ramona, 2020. "Efectul Turn-of-the-Year pe piaţa valutară din România [The Turn-of-the-Year Effect in the Romanian foreign exchange market]," MPRA Paper 99365, University Library of Munich, Germany, revised 30 Mar 2020.
  123. Kelly, Patrick J. & Meschke, Felix, 2010. "Sentiment and stock returns: The SAD anomaly revisited," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1308-1326, June.
  124. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," Working Papers hal-04141071, HAL.
  125. 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.
  126. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012. "The Halloween effect during quiet and turbulent times," MPRA Paper 41539, University Library of Munich, Germany, revised 25 Sep 2012.
  127. Kenourgios, Dimitris & Samios, Yiannis, 2021. "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 534-544.
  128. In Kang & Cheolbeom Park, 2015. "Soccer sentiment and investment opportunities in the Korean stock market," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 22(2), pages 213-226, June.
  129. Kim, Jae H. & Shamsuddin, Abul, 2023. "Stock market anomalies: An extreme bounds analysis," International Review of Financial Analysis, Elsevier, vol. 90(C).
  130. Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022. "Colors, Emotions, and the Auction Value of Paintings," European Economic Review, Elsevier, vol. 142(C).
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