The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange

We investigated the impact of air quality and weather on the equity returns of the Shenzhen Exchange. To capture the air quality and weather effects, we used dummy variables created by employing a moving average and moving standard deviation. The important results are as follows. First, in the whole...

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Bibliographic Details
Main Authors: Zhuhua Jiang, Rangan Gupta, Sowmya Subramaniam, Seong-Min Yoon
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Sustainability
Subjects:
Online Access:https://www.mdpi.com/2071-1050/13/5/2931