Sariannidis, Nikolaos; Giannarakis, Grigoris; … - In: International Journal of Social Economics 43 (2016) 9, pp. 943-958
Purpose The purpose of this paper is to ascertain whether weather variables can explain the stock return reaction on the Dow Jones Sustainability Europe Index by employing a number of macroeconomic indicators as control variables. Design/methodology/approach The authors incorporate the...