The effects of drought on stock prices: An industry-specific perspective

In this study, we examine the effect of drought on industry stock prices using a balanced panel of monthly data for 15 industries classified by China Securities Regulatory Commission in 2012. By combining the results of ordinary least squares (OLS) estimation and quantile regression models, we prese...

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Bibliographic Details

Published in:	Frontiers in Environmental Science
Main Authors:	Xinbin Cheng, Yudong Wang, Xi Wu
Format:	Article
Language:	English
Published:	Frontiers Media S.A. 2022-08-01
Subjects:	drought quantile regression threshold regression industry perspective stock prices
Online Access:	https://www.frontiersin.org/articles/10.3389/fenvs.2022.978404/full