Causality Of Weather Conditions In Australian Stock Equity Returns
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More about this item
KeywordsWeather Effect; Granger Causality Test; Australian Stock Exchange; ARCH and GARCH Tests;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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