English, Article edition: Mood and UK equity pricing Michael Dowling; Brian Lucey

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Bookmark: http://trove.nla.gov.au/version/50792
Physical Description
  • article
Language
  • English

Edition details

Title
  • Mood and UK equity pricing
Author
  • Michael Dowling
  • Brian Lucey
Physical Description
  • article
Notes
  • We investigate the relationship between mood and UK equity pricing. Seven variables that are argued to proxy for mood are tested, including four weather variables (temperature, precipitation, wind speed and geomagnetic storms), and three biorhythm variables (Seasonal Affective Disorder, Daylight Savings Time Changes and lunar phases). Using GARCH specifications of the equity indices, and multiple constructs of each of the mood-proxy variables, we find evidence of a relationship between UK equity pricing and high temperatures and wind speed. However, the results are generally unfavourable towards a conclusion that investor mood influences aggregate UK equity pricing.
  • RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240
Language
  • English
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