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: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/59632/1/59632.pdf https://ir.uitm.edu.my/id/eprint/59632/ http://myjms.mohe.gov.my/index.php/tifej |
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