Information, trading, and volatility : evidence from weather-sensitive markets
Year of publication: |
2006
|
---|---|
Authors: | Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 6, p. 2899-2930
|
Subject: | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | USA | United States | Wetter | Weather | 1982-2004 |
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