Hyein Shim

Republic of Korea Public Finance Information Service

Research Fellow

Seoul

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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Effects of Intraday Weather Changes on Asset Returns and Volatilities

Zbornik radova Ekonomskog fakulteta u Rijeci, Ĩasopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 35, No. 2, 2017, pp. 301-330
Number of pages: 30 Posted: 26 Jan 2018
Hyein Shim, Maria Kim and Doojin Ryu
Republic of Korea Public Finance Information Service, University of Wollongong and Sungkyunkwan University
Downloads 45 (541,889)

Abstract:

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asset returns, behavioral finance, GJR-GARCH, intraday analyses, weather effect, volatility