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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Bibliographic Details
Main Authors: Bakar, Suzaida, Sapuan, Noraina Mazuin
Format: Article
Language:English
Published: 2012
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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