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Weather and intraday patterns in stock returns and trading activity

2008178 citationsJournal Article

Authors

Shao-Chi Chang · National Cheng Kung University

Sheng-Syan Chen · National Taiwan University

Robin K. Chou · National Central University

Yueh-Hsiang Lin · Takming University of Science and Technology

Topics & Keywords

Financial Markets and Investment Strategies Market Dynamics and Volatility Financial Risk and Volatility Modeling

Publication Details

Published in: Journal of Banking & Finance

Volume 32, Issue 9, pp. 1754-1766

DOI: 10.1016/j.jbankfin.2007.12.007

Field-Weighted Citation Impact: 6.29

Weather and intraday patterns in stock returns and trading activity | Researchclopedia