Stock Prices and Wall Street Weather (AER 1993)

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Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Edward M. Saunders Jr. Stock Prices and Wall Street Weather AER 1993 5 1337-45 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - New York City daily weather from National Climatic Data Center from January 1, 1927 to December 31, 1989, changes of stocks traded at Wall Street: daily percentage changes in the Dow-Jones Industrial Average (DJIA) from Dow Jones & Company, Inc., equal- and value-weighted daily percentage changes in the, New York Stock Exchange (NYSE), American Stock Exchange (AMEX), index (returns excluding dividends) from July 6, 1962, to December 31, 1989 from 1990, Center for Research in Security Prices (CRSP) USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Walter Krämer, Ralf Runde Stocks and the weather: An exercise in data mining or yet another capital market anomaly? Emp Econ 1997 4 637-41 C12 - 2 - wide sense (new data) 2 - different results - - -

References

DOI: - IDEAS: a/aea/aecrev/v83y1993i5p1337-45.html EconPapers: RePEc:aea:aecrev:v:83:y:1993:i:5:p:1337-45