Does Weather Contribute to Stock Price Variation? A Cointegration Analysis
The objectives of this study are to investigate whether there is a long term relationship between stock returns and weather factors and to examine whether the weather factors have an outperforming effect over macroeconomic variables when explaining the stock price variation. This study is motivat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Commerce & Manangement Studies, University of Kelaniya
2020-01-01
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| Series: | Kelaniya Journal of Management |
| Subjects: | |
| Online Access: | http://doi.org/10.4038/kjm.v8i2.7604 |