Seasonal affective disorder: onset and recovery

Mohammed Khaled () and Stephen Keef

Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2013, vol. 42, issue C, 136-139

Abstract: Kamstra et al. (2003, 2009, 2012) offer a seasonal affective disorder hypothesis to explain variations in the daily returns of stock indices. We examine Kamstra et al. (2012) new variable called SAD onset/recovery. The analysis reveals concerns for the validity of the SAD hypothesis.

Keywords: Seasonal affective disorder; SAD; International; Stock returns; Seasonality (search for similar items in EconPapers)
JEL-codes: G10 G11 G12 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:soceco:v:42:y:2013:i:c:p:136-139

DOI: 10.1016/j.socec.2012.11.018

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