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- W2969376021 abstract "In this thesis the existence of the weather effect in the Amsterdam Exchange (AEX) isinvestigated during a 14 year time period from 2005 to 2018. The weather variables used wereaverage temperature, hours of sunshine, duration of rainfall, average windspeed and relativehumidity. The AEX stock variables used were stock return and trading volume. Significantinfluence has been found for stock returns on average temperature and trading volume onaverage windspeed. Several significant relationships on stock variables have been found forinteraction variables. However, a clear weather effect for the AEX stock index cannot beconcluded." @default.
- W2969376021 created "2019-08-29" @default.
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- W2969376021 date "2019-07-29" @default.
- W2969376021 modified "2023-09-26" @default.
- W2969376021 title "Stock market anomalies: is the weather effect present in the Amsterdam Stock Exchange?" @default.
- W2969376021 hasPublicationYear "2019" @default.
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