Nissim, Ben David; Liran, Levkovitch; Eshel, Skalka - In: Applied Financial Economics 22 (2012) 2, pp. 127-133
This article examines the connection between elements of nature, such as wind velocity, temperature, moon phases, earthquakes and hours of daylight, and the yield of the major index in the Israeli stock exchange. We find that felt earthquakes do not have an affect on yield, while rainy days have...