Weather Effect on Amsterdam Stock Exchange

This thesis tries to investigate the relationship between weather variables in the Netherlands and stock returns of AEX-Index from 1983-2012. Deseasonalizing of weather variables is conducted in order to reduce the tendency of seasonality effect. In general, it can be concluded that there is no exis...

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Bibliographic Details
Main Authors: , ERLIN PARAMITA, , Jan Lemmen
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2014
Subjects:
ETD
Online Access:https://repository.ugm.ac.id/128953/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=69328
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Institution: Universitas Gadjah Mada