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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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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