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Applied Economics Letters Volume 22, 2015 - Issue 12
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Original Articles

Weather and stock market volatility: the case of a leading emerging market

Hyein ShimGyeonggido Family & Women’s Research Institute, Gyeonggi-do, Republic of KoreaView further author information
,
Hyeyoen KimSchool of Economics, Chung-Ang University, Seoul, Republic of KoreaView further author information
,
Junyeup KimGraduate School of Pan-Pacific International Studies, Kyung Hee University, Gyeonggi-do, Republic of KoreaView further author information
&
Doojin RyuCollege of Economics, Sungkyunkwan University, Seoul, Republic of KoreaCorrespondence[email protected]
View further author information
Pages 987-992 | Published online: 14 Jan 2015

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Hyeongjun Kim, Hoon Cho & Doojin Ryu. (2023) Measuring corporate failure risk: Does long short-term memory perform better in all markets?. Investment Analysts Journal 52:1, pages 40-52.
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Chinnadurai Kathiravan, Murugesan Selvam, Balasundram Maniam & Munusamy Dharani. (2021) Effect of weather on stock market: A literature review and research agenda. Cogent Economics & Finance 9:1.
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Eunsun Yang, Sunghyun Henry Kim, Maria H Kim & Doojin Ryu. (2018) Macroeconomic shocks and stock market returns: the case of Korea. Applied Economics 50:7, pages 757-773.
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Fabio Pizzutilo & Valeria Roncone. (2017) Red sky at night or in the morning, to the equity market neither a delight nor a warning: the weather effect re-examined using intraday stock data. The European Journal of Finance 23:14, pages 1280-1310.
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Jiaming Zhang, Yang Zou, Yitian Xiang & Songlin Guo. (2023) Climate change and Japanese economic policy uncertainty: Asymmetric analysis. Finance Research Letters 56, pages 104165.
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Naveed Jan, Vipin Jain, Zeyun Li, Javeria Sattar & Korakod Tongkachok. (2022) Post-COVID-19 investor psychology and individual investment decision: A moderating role of information availability. Frontiers in Psychology 13.
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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 14:21, pages 7396.
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Huajin Liu, Wei Zhang, Xiaotao Zhang & Jia Liu. (2021) Temperature and trading behaviours. International Review of Financial Analysis 78, pages 101890.
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Chinnadurai Kathiravan, Murugesan Selvam, Sankaran Venkateswar & S. Balakrishnan. (2019) Investor behavior and weather factors: evidences from Asian region. Annals of Operations Research 299:1-2, pages 349-373.
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Waldemar Tarczyński, Sebastian Majewski, Małgorzata Tarczyńska-Łuniewska, Agnieszka Majewska & Grzegorz Mentel. (2021) The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange. Energies 14:6, pages 1536.
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Taekyung Kim & Shiyong Yoo. (2020) Air Pollution, Stock Return, and Volatility: Evidence from Korean Stock Markets. Korean Journal of Financial Studies 49:3, pages 375-413.
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Dohyun Chun, Hoon Cho & Doojin Ryu. (2020) Economic indicators and stock market volatility in an emerging economy. Economic Systems 44:2, pages 100788.
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Daehyeon Park, Jiyeon Park & Doojin Ryu. (2020) Volatility Spillovers between Equity and Green Bond Markets. Sustainability 12:9, pages 3722.
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Florin Turcaș, Florin Cornel Dumiter, Petre Brezeanu & Marius Boiță. (2019) FORECASTING, VALUATION AND PORTFOLIO RETURNS OF STOCK MARKET EVOLUTION: PROBLEMS, PARADOXES AND EFFICIENT INFORMATION. WORLDWIDE IMPLICATIONS AND ROMANIAN EVIDENCE. Journal of Business Economics and Management 21:1, pages 87-114.
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Mahmoud Qadan & David Y. Aharon. (2019) How much happiness can we find in the U.S. fear Index?. Finance Research Letters 30, pages 246-258.
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Sang Ik Seok, Hoon Cho, Chanhi Park & Doojin Ryu. (2019) Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. Sustainability 11:13, pages 3718.
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Mariani Massimo & Pizzutilo Fabio. (2018) Is there a weather effect? Evidence from a panel of emerging countries stock markets. African Journal of Business Management 12:21, pages 620-639.
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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 24:2, pages 75-107.
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Hyung-Suk Choi, Doojin Ryu & Sangik Seok. (2017) The turn-of-the-year effect in mutual fund flows. Risk Management 19:2, pages 131-157.
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신범철 & KukhyunChoe. (2016) Weather and Industrial Stock Returns Volatility. Productivity Review 30:3, pages 3-22.
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