Stocks and the weather: An exercise in data mining or yet another capital market anomaly? (Emp Econ 1997)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
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 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - daily returns for German stock index DAX, plus returns for various individual stocks from this index 1960-90; Frankfurt weather Germany -

This article is a replication of

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
Edward M. Saunders Jr. Stock Prices and Wall Street Weather AER 1993 5 1337-45 - - 2 - wide sense (new data) 2 - different results - 1 - yes -

References

DOI: 10.1007/BF01205784 IDEAS: a/spr/empeco/v22y1997i4p637-641.html EconPapers: RePEc:spr:empeco:v:22:y:1997:i:4:p:637-641


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