Are stock market returns related to the weather effects factors? empirical evidence from Malaysia / Suzaida Bakar and Noraina Mazuin Sapuan

In this study, we attempted to determine whether a relationship exists between stock returns and the weather variables using the econometric technique of the regression with the GJR - GARCH model. The major weather factors have been studied include temperature, rainfall and humidity in Malaysian sto...

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Main Authors: Bakar, Suzaida (Author), Sapuan, Noraina Mazuin (Author)
Format: Book
Published: 2012.
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