Instrumental-Variable Estimation Of Bangkokweather Effects In The Stock Exchange Of Thailand
The incorrect fxed-effect assumption, missing-data problem, omitted-variable problem, and errors-in-variables (EIV) problem are estimation problems that are generally found in studies on weather effects on asset returns. This study proposes an approach that can address these problems simultaneous...
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| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2017
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| Online Access: | http://eprints.usm.my/37123/1/aamjaf13012017_4.pdf http://eprints.usm.my/37123/ http://web.usm.my/journal/aamjaf/aamjaf13012017/aamjaf13012017_4.pdf |
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