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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-03-01
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Series: | Sustainability |
Subjects: | |
Online Access: | https://www.mdpi.com/2071-1050/13/5/2931 |