๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Does the weather affect stock market volatility?

โœ Scribed by Lazaros Symeonidis; George Daskalakis; Raphael N. Markellos


Book ID
116494871
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
245 KB
Volume
7
Category
Article
ISSN
1544-6123

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Why Does Stock Market Volatility Change
โœ G. William Schwert ๐Ÿ“‚ Library ๐Ÿ“… 1988 ๐Ÿ› National Bureau of Economic Research ๐ŸŒ English โš– 2 MB

This paper analyzes the relation of stock volatility with real and nominal macroeconomie volatility, economic activity, financial leverage, and stock trading activity using monthly data from 1857 to 1987. An important fact, previously noted by Officer (1973), is that stock return variability was unu