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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

References

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  • Lu, J. and Chou, R. K. (2012) Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China, Journal of Empirical Finance, 19, 79–93. doi:10.1016/j.jempfin.2011.10.001
  • Ritter, J. R. (2003) Behavioral finance, Pacific-Basin Finance Journal, 11, 429–37. doi:10.1016/S0927-538X(03)00048-9
  • Ryu, D. (2012) Implied volatility index of KOSPI200: information contents and properties, Emerging Markets Finance and Trade, 48, 24–39. doi:10.2753/REE1540-496X48S202
  • Ryu, D. (2015) The information content of trades: An analysis of KOSPI 200 index derivatives, Journal of Futures Markets, 35, 201–221. doi:10.1002/fut.21637
  • Saunders, E. M. (1993) Stock prices and Wall Street weather, American Economic Review, 83, 1337–45.
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