Impact of Weather on Return and Volatility : Evidence from Indian Stock Market

This study examines the impact of Weather factors on return and volatility of the Indian stock market. The study uses the daily data of top four metros and tests its impact on the return and volatility of S&P CNX Nifty index from January 2008 to December 2013. This study applies GARCH (1,1) model and find that the stock returns are influenced by temperature in Chennai and the stock return volatility influenced by the temperature in Mumbai, Delhi and Kolkata

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Year of publication:	2016
Authors:	Narayanamoorthy, Vijayakumar
Other Persons:	Munusamy, Dharani (contributor) ; S, Muruganandan (contributor)
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Volatilität \| Volatility \| Indien \| India \| Aktienmarkt \| Stock market \| Wetter \| Weather \| Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price \| Schätzung \| Estimation

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Extent:	1 Online-Ressource (9 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Journal of Financial Management, Vol. 5, No.2 pp.44-51 (April, 2015) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2015 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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